THE DOMINO EFFECT FOR MARKETS

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1 February 2002

journal article
Published by World Scientific Pub Co Pte Ltd in International Journal of Modern Physics C

Vol. 13 (2) , 207-208
https://doi.org/10.1142/s0129183102003061

Abstract

A generalization of the Cont–Bouchaud market model to three markets agrees with the correlations between New York, Tokyo, and Frankfurt as observed by Vandewalle et al.

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Version 1, 2001-10-22, ArXiv

This publication has 4 references indexed in Scilit:

Ising-correlated clusters in the Cont-Bouchaud stock market model
Physica A: Statistical Mechanics and its Applications, 2001
PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS
Advances in Complex Systems, 2001
HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
Macroeconomic Dynamics, 2000
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility
The Review of Financial Studies, 1994