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Domino effect for world market fluctuations

Author

Listed:
  • N. Vandewalle
  • Ph. Boveroux
  • F. Brisbois

Abstract

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Suggested Citation

  • N. Vandewalle & Ph. Boveroux & F. Brisbois, 2000. "Domino effect for world market fluctuations," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 15(3), pages 547-549, June.
    • Handle: RePEc:spr:eurphb:v:15:y:2000:i:3:p:547-549
    DOI: 10.1007/s100510051158
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    Cited by:

    1. Sandoval, Leonidas, 2014. "To lag or not to lag? How to compare indices of stock markets that operate on different times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 227-243.
    2. Chester Curme & H. Eugene Stanley & Irena Vodenska, 2015. "Coupled Network Approach To Predictability Of Financial Market Returns And News Sentiments," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(07), pages 1-26, November.

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