摘要翻译：
席卷全球金融市场的信贷危机可能需要数年和整个职业生涯才能完全理解和分析。然而，对当前趋势的一个简短的实证调查表明，某些市场的损失，在这种情况下是美国股票市场，沿着各种股票的相关性遵循一个级联或流行病流类似的模型。这种现象将通过网络中股票收益的图形显示以及股票收益对拓扑度量的依赖来显示。最后，将讨论“流行病”或“级联”的想法是否是这场危机的隐喻或模型。
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英文标题：
《The Spread of the Credit Crisis: View from a Stock Correlation Network》
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作者：
Reginald D. Smith
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最新提交年份：
2009
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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英文摘要：
  The credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current trends, however, demonstrates that the losses in certain markets, in this case the US equity markets, follow a cascade or epidemic flow like model along the correlations of various stocks. This phenomenon will be shown by the graphical display of stock returns across the network as well as the dependence of stock returns on topological measures. Finally, whether the idea of "epidemic" or a "cascade" is a metaphor or model for this crisis will be discussed.
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PDF链接：
https://arxiv.org/pdf/0901.1392