Market Resilience: Decoding the Stages of Collapse and Recovery
![Financial markets, when subjected to external shocks-such as the U.S. tariff announcement of April 2025-exhibit a predictable three-phase response characterized by an initial complexity gap [latex]\Delta(t) > 0[/latex], an immediate convergence towards [latex]\Delta(t) \approx 0[/latex] following the event, and a subsequent recovery pattern involving gap re-widening, secondary convergence, and eventual structural readjustment, as measured by the evolution of normalized largest eigenvalue [latex]\lambda_{\max}^{\text{norm}}(t)[/latex] and average correlation [latex]\rho(t)[/latex].](https://arxiv.org/html/2604.19107v1/Plots_for_paper_All/US_Complexity_Analysis_RawCorr.png)
New research reveals a predictable pattern in how major stock markets respond to unexpected shocks, offering insights into systemic risk and portfolio management.
Science
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