A Complex System View on the Financial and Economic Crisis.pdf

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1、AComplexSystemViewontheFinancialandEconomicCrisisDepartmentofManagement,TechnologyandEconomics,ETHZurich,SwitzerlandMemberoftheSwissFinanceInstituteco-founderoftheCompetenceCenterforCopingwithCrisesinSocio-EconomicSystems,ETHZurich(http://www.ccss.ethz.ch/

2、)long-termCollaborators:Y.Ageon(InsightFinance,France)J.Andersen(CNRS,France)D.Darcet(InsightResearch)K.Ide(UCLA)A.Johansen(Denmark)Y.Malevergne(Univ.Lyon,France)V:Pïsarenko(Acad.Sci.Moscow,Russia)W.-X.Zhou(UCLA,nowatShanghai)morerecentcollaborators:G.Harr

3、as(ETHZurich)T.Kaizoji(Tokyo)A.Saichev(ETHZurichandNizhnyNovgorod)R.WoodardandH.Woodard(ETHZurich)W.Yan(ETHZurich)A.Huesler(ETHZurich)M.Fedorovsky(ETHZurich)PrincetonUniversityPress(2003)S.Reimann(ETHZurich)October2008Estonia:Party’sOverCanadaIndex:OMXTGII

4、ndex:TSE3003-monthchange:3-monthchange:-30.33%-34.04%Iceland:NearCollapseSouthKorea:WonIndex:OMXI15LatviaRussia3-monthchange:GermanyWeaknessFranceHungary:FlightFromEnglandIndex:OMXRGIRomaniaIndex:RTSIIndex:KOSPI-29.12%Index:CAC40RiskIndex:XETRADAX3-monthch

5、ange:3-monthchange:Index:FT1003-monthchange:Index:BETI3-monthchange:-13.73%3-monthchange:Index:BUX3-monthchange:-35.00%3-monthchange:-61.36%-27.93%-24.93%3-monthchange:Lithuania-27.28%-48.49%UnitedStates-29.09%Index:OMXVGIItalyBulgaria:OverheatingIndex:SPM

6、IBTurkeyIndex:DJIAIndex:SOFIX3-monthchange:ChinaJapan3-monthchange:Index:ISTIMKB3-monthchange:Spain3-monthchange:-38.39%Kuwait:OilShock3-monthchange:Index:SHANGCIndex:NIKK225-24.74%-47.11%Index:KWSE-28.58%3-monthchange:3-monthchange:Mexico:CurrencyIndex:IB

7、EX35-19.90%UnitedArabEmirates:Squeeze3-monthchange:3-monthchange:India-30.43%-36.66%LiquidityCrunchIndex:IPC-23.36%-19.43%Index:SENSEXIndex:DFMGI3-monthchange:3-monthchange:3-monthchange:-40.84%-24.40%-28.60%Nigeria:FitfulBoomVenezuela:VolatileMixIndex:LAG

8、LGIndex:CARACAS3-monthchange:3-monthchange:-19.05%Indonesia:CoalStocks-5.17%CollapseBrazil:BanksSu!erIndex:JAKCOMPIndex:BOVESPA3-monthchange:3-monthchange:-36.22%-40.90%Australia:FlightFromCurrencyArgentina:B