Anticipating Economic Market Crises Using Measures Of Collective Panic

dc.creatorHarmon
dc.creatorDion; Lagi
dc.creatorMarco; de Aguiar
dc.creatorMarcus A. M.; Chinellato
dc.creatorDavid D.; Braha
dc.creatorDan; Epstein
dc.creatorIrving R.; Bar-Yam
dc.creatorYaneer
dc.date2015-Jul
dc.date2016-06-07T13:17:34Z
dc.date2016-06-07T13:17:34Z
dc.date.accessioned2018-03-29T01:38:06Z
dc.date.available2018-03-29T01:38:06Z
dc.identifier
dc.identifierAnticipating Economic Market Crises Using Measures Of Collective Panic. Public Library Science, v. 10, p. Jul-2015.
dc.identifier1932-6203
dc.identifierWOS:000358198700025
dc.identifier10.1371/journal.pone.0131871
dc.identifierhttp://journals.plos.org/plosone/article?id=10.1371/journal.pone.0131871
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/242351
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1306049
dc.descriptionPredicting panic is of critical importance in many areas of human and animal behavior, notably in the context of economics. The recent financial crisis is a case in point. Panic may be due to a specific external threat or self-generated nervousness. Here we show that the recent economic crisis and earlier large single-day panics were preceded by extended periods of high levels of market mimicry-direct evidence of uncertainty and nervousness, and of the comparatively weak influence of external news. High levels of mimicry can be a quite general indicator of the potential for self-organized crises.
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dc.description7
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dc.languageen
dc.publisherPUBLIC LIBRARY SCIENCE
dc.publisher
dc.publisherSAN FRANCISCO
dc.relationPLOS ONE
dc.rightsaberto
dc.sourceWOS
dc.subjectStock-market
dc.subjectAsymmetric Volatility
dc.subjectCritical Transitions
dc.subjectFinancial-markets
dc.subjectComplex Networks
dc.subjectCurrency Crises
dc.subjectEquity Markets
dc.subjectBehavior
dc.subjectCrashes
dc.subjectRisk
dc.titleAnticipating Economic Market Crises Using Measures Of Collective Panic
dc.typeArtículos de revistas


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