The domino effect for markets
classification
❄️ cond-mat.stat-mech
q-fin.TR
keywords
marketsagreescont-bouchaudcorrelationsdominoeffectfrankfurtgeneralization
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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.
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