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Domino effect for world market fluctuations

N. Vandewalle·Ph. Boveroux·F. Brisbois
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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.

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N. Vandewalle, Ph. Boveroux, F. Brisbois. 2000-01-20. Domino effect for world market fluctuations. https://doi.org/10.1007/s100510051158

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