The domino effect for markets

Christian Schulze

Papers from arXiv.org

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.

Date: 2001-10
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://arxiv.org/pdf/cond-mat/0110480 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:arx:papers:cond-mat/0110480

Access Statistics for this paper

More papers in Papers from arXiv.org
Series data maintained by arXiv administrators ().