Cross-correlation matrix analysis of Chinese and American bank stocks in subprime crisis

Author: Shi-Zhao Zhu   Xin-Li Li   Sen Nie   Wen-Qing Zhang   Gao-Feng Yu   Xiao-Pu Han   Bing-Hong Wang  

Publisher: IOP Publishing

E-ISSN: 1741-4199|24|5|58903-58907

ISSN: 1674-1056

Source: Chinese Physics B, Vol.24, Iss.5, 2015-05, pp. : 58903-58907

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Abstract