Measures of globalization based on cross-correlations of world financial indices

Physica A: Statistical Mechanics and its Applications

Volumn 301, Issue 1-4, 2001, Pages 397-406

  Maslov, S ^a  

^a BROOKHAVEN NATIONAL LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION THEORY; EIGENVALUES AND EIGENFUNCTIONS; INVESTMENTS; MATRIX ALGEBRA; RANDOM PROCESSES;

GLOBALIZATION; STOCK INDICES;

FINANCIAL DATA PROCESSING;

EID: 0035575959     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00370-3     Document Type: Article

References (12)

1. Measuring globalization