Mariani, M.C.; Liu, Y. - In: Physica A: Statistical Mechanics and its Applications 380 (2007) C, pp. 307-316
This work is devoted to the study of the Asian crisis of 1997, and its consequences on emerging markets. We have done so by means of a phase transition model. We have analyzed the crashes on leading indices of Hong Kong (HSI), Turkey (XU100), Mexico (MMX), Brazil (BOVESPA) and Argentina...