Domino effect for world market fluctuations

N. Vandewalle, Ph. Boveroux and F. Brisbois

Papers from arXiv.org

Abstract: In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests performed. Strong cross-correlations are emphasized, proving that market moves are collective behaviors.

Date: 2000-01
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