The domino effect for markets
arXiv:cond-mat/0110480 · doi:10.1142/S0129183102003061
Abstract
A generalization of the Cont-Bouchaud market model to three markets agrees with the correlations netween New York, Tokyo, and Frankfurt observed by Vandewalle et al.
3 pages including 1 figure for Int. J. Mod. Phys. C 13, No. 2