Details about John Fry
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| Postal address: | Department of Physics, Astronomy and Mathematics School of Science and Technology Nottingham Trent University Clifton Campus Nottingham NG11 8NS |
| Workplace: | Management School, University of Sheffield, (more information at EDIRC)
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Access statistics for papers by John Fry.
Last updated 2013-05-16. Update your information in the RePEc Author Service.
Short-id: pfr168
Jump to Journal Articles
Working Papers
2012
- Exogenous and endogenous crashes as phase transitions in complex financial systems
MPRA Paper, University Library of Munich, Germany 
2011
- Evolution or revolution? a study of price and wage volatility in England, 1200-1900
MPRA Paper, University Library of Munich, Germany
- Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913
MPRA Paper, University Library of Munich, Germany
- Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan
MPRA Paper, University Library of Munich, Germany
- Testable implications of economic revolutions: An application to historic data on European wages
MPRA Paper, University Library of Munich, Germany
2010
- Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices
MPRA Paper, University Library of Munich, Germany
- Gaussian and non-Gaussian models for financial bubbles via econophysics
MPRA Paper, University Library of Munich, Germany
2009
- Bubbles and contagion in English house prices
MPRA Paper, University Library of Munich, Germany View citations (1)
- Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion
MPRA Paper, University Library of Munich, Germany
Also in EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels (2009)
Journal Articles
2012
- Exogenous and endogenous market crashes as phase transitions in complex financial systems
The European Physical Journal B - Condensed Matter and Complex Systems, 2012, 85, (12), 1-6
- Risk management and Basel-Accord-implementation in Pakistan
Journal of Financial Regulation and Compliance, 2012, 20, (3), 293-306
2011
- Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach
Emerging Markets Review, 2011, 12, (3), 272-292 View citations (2)
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