The Effects of the Asian Crisis of 1997 on Emergent Markets Through a Critical Phenomena Model
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DOI: 10.1142/S0219024903002110
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Cited by:
- Mariani, Maria Cristina & Liu, Yang, 2006. "A new analysis of intermittence, scale invariance and characteristic scales applied to the behavior of financial indices near a crash," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 345-352.
- Ferraro, Marta & Furman, Nicolas & Liu, Yang & Mariani, Cristina & Rial, Diego, 2006. "Analysis of intermittence, scale invariance and characteristic scales in the behavior of major indices near a crash," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 359(C), pages 576-588.
- Mariani, M.C. & Florescu, I. & Beccar Varela, M.P. & Ncheuguim, E., 2010. "Study of memory effects in international market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1653-1664.
- Mariani, M.C. & Liu, Y., 2007. "A new analysis of the effects of the Asian crisis of 1997 on emergent markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 380(C), pages 307-316.
- Mariani, M.C. & Liu, Y., 2007. "Normalized truncated Levy walks applied to the study of financial indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(2), pages 590-598.
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Keywords
Financial markets; crashes; critical phenomena; Ising model;All these keywords.
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