Evolvement of uniformity and volatility in the stressed global financial village.
BACKGROUND: In the current era of strong worldwide market couplings the global financial village became highly prone to systemic collapses, events that can rapidly sweep throughout the entire village. METHODOLOGY/PRINCIPAL FINDINGS: We present a new methodology to assess and quantify inter-market re...
Main Authors: | Dror Y Kenett, Matthias Raddant, Thomas Lux, Eshel Ben-Jacob |
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Format: | Article |
Language: | English |
Published: |
Public Library of Science (PLoS)
2012-01-01
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Series: | PLoS ONE |
Online Access: | http://europepmc.org/articles/PMC3275621?pdf=render |
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