  We compare correlations and coherent structures in nuclei and financial
markets. In the nuclear physics part we review giant resonances which can be
interpreted as a coherent structure embedded in chaos. With similar methods we
investigate the financial empirical correlation matrix of the DAX and Dow
Jones. We will show, that if the time-zone delay is properly accounted for, the
two distinct markets largely merge into one. This is reflected by the largest
eigenvalue that develops a gap relative to the remaining, chaotic eigenvalues.
By extending investigations of the specific character of financial collectivity
we also discuss the criticality-analog phenomenon of the financial
log-periodicity and show specific examples.
