Listar ECO_Articles por autoría "a2c25c6f-5c53-4a7e-8da5-1d88c573022e"
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Correlations and dependencies in the global finantial village
Kenett, Dror Y.; Raddant, Matthias; Zatlavi, Lior; Lux, Thomas; Ben-Jacob, Eshel World Scientific Publishing (2012)The high degree of coupling between global financial markets has made the financial village prone to systemic collapses. Here we present a new methodology to assess and quantify inter-market relations. The approach is based ... -
Evolvement of uniformity and volatility in the stressed global financial village
Kenett, Dror Y.; Raddant, Matthias; Lux, Thomas; Ben-Jacob, Eshel Public Library of Science (2012)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 ...