Darboux integrability of a nonlinear financial system

We study the complexity of a dynamical financial model recently considered in the literature, namelyx˙=z+(y-a)x,y˙=1-by-x2,z˙=-x-cz.More precisely, we study the integrability of the system. In particular, we show that it is not Darboux integrable for any value of the positive real parameters a,ba,b and c.