Assessing the Effects of Global Financial Crises on Capital Flow Volatility and Exchange Rate Stability

Posted: Jun 22, 2015

• Ethan Young
• Evelyn Baker
• Evelyn Lewis

Abstract

The global financial landscape has been repeatedly reshaped by systemic crises that propagate through international capital markets, creating complex feedback loops between capital flow volatility and exchange rate stability. Traditional economic models have struggled to capture the full complexity of these interactions, particularly the behavioral dimensions and multi-scale temporal dynamics that characterize crisis periods. This research addresses this gap by developing and applying an innovative computational framework that integrates multiple methodological approaches to provide new insights into crisis dynamics.