THE USAGE OF CUSP CATASTROPHE MODEL FOR THE ANALYSIS OF THE BANKING SYSTEM STABILITY IN UKRAINE-Reference-Cited by-同舟云学术

THE USAGE OF CUSP CATASTROPHE MODEL FOR THE ANALYSIS OF THE BANKING SYSTEM STABILITY IN UKRAINE

Published:2020 Issue:5 Volume:70 Page:
ISSN:2523-4803
Container-title:Scientific Notes of Taurida National V.I. Vernadsky University. Series: Economy and Management
language:uk
Short-container-title:

Author:

Klymkovych Ivan¹

Affiliation:

1. Drohobych State Pedagogical University named after Ivan Franko

Publisher

V.I. Vernadsky Taurida National University

Reference8 articles.

1. Angelis V., Dimaki K. (2012). A bank’s attractiveness as described by a cusp catastrophe model. 25th European Conference on Operational Research, Vilnius (July 8–11, 2012). 37 p. Available at: https://www.researchgate.net/publication/340941439_A_Bank’s_Attractiveness_as_described_by_a_Cusp_Catastrophe_Model.

2. Juanxi Wang (2015). Can a stochastic cusp catastrophe model explain housing market crashes? CeNDEF. Available at: https://cendef.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics/amsterdam-school-of-economics-research-institute/cendef/working-papers-2015/cusp.pdf.

3. Barunik J., Kukacka J. (2015) Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility. Quantitative Finance, 19:6, pp. 959–973. DOI: 10.1080/14697688.2014.950319.

4. Scapens R., Ryan R., Fletcher L. (1981) Explaining corporate failure: a catastrophe theory approach. Journal of Business Finance & Accounting. Vol. 8, pp. 1–26. DOI:10.1111/j.1468-5957.1981.tb00800.x.

5. Sergienko O.A. (2016) The Catastrophe Theory as a Conceptual and Methodological Basis for Assessing the Stability of Socio-Economic Systems. Problemy ekonomiky, no. 2, pp. 184–193. Available at: http://nbuv.gov.ua/UJRN/Pekon_2016_2_26.