Abstract
Under the condition of open economy, financial contagion channels become diverse and hidden, resulting in risk contagion with fast speed and wide range. Traditional methods with main characteristic of linear analysis, meet some troubles to analyze financial risk contagion because the complexities of financial markets are gradually strengthening nonlinear characteristics of asset prices. Agent technology based on CAS theory is very suitable for the study of nonlinear changes related parameters in financial markets. According to risk contagion theory and complexity ideology, the proposed agent modeling method reflects the mechanism of risk contagion among economies.
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