Domino effect for world market fluctuations

Details Domino effect for world market fluctuations Domino effect for world market fluctuations

2000-01-20

arxiv.org/abs/cond-mat/0001293v1

Physics

Condensed Matter

Statistical Mechanics

8 pages, 5 figures, submitted to EPJB

Scientific paper

10.1007/s100510051158

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.

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