Discrete Dynamics in Nature and Society / 2015 / Article / Fig 2

Research Article

Does Expectation of Correlation Breakdown in Financial Market Fulfill Itself?

Figure 2

Relationship between the proxy variable of excess demand () and the average daily returns on the US Treasury 30 years’ bonds (red dots: observation period 1993–2008). is calculated on data of an NYSE stock index.

Article of the Year Award: Outstanding research contributions of 2020, as selected by our Chief Editors. Read the winning articles.