THE DOMINO EFFECT FOR MARKETS

Christian Schulze ()
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Christian Schulze: Institute for Theoretical Physics, Cologne University, D-50923 Köln, Euroland

International Journal of Modern Physics C (IJMPC), 2002, vol. 13, issue 02, 207-208

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 Vandewalleet al.

Keywords: Econophysics; percolation model; Monte Carlo simulations; linear coupling (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1142/S0129183102003061

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