The domino effect for markets

Preprint

22 October 2001

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.cond-mat/0110480

Abstract

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

Keywords

CORRELATIONS NETWEEN
FRANKFURT OBSERVED
BOUCHAUD MARKET
MARKETS AGREES
DOMINO EFFECT
CONT BOUCHAUD
VANDEWALLE

All Related Versions

Version 1, 2001-10-22, ArXiv
Version 1, 2001-01-01, RePEc (Unconfirmed version)
Published version: International Journal of Modern Physics C, 13 (2), 207.

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