  Nowadays, when crashes and crises are rather frequent events, an effective
monitoring system for the international financial market is needed. Modern
nonlinear methods, such as Recurrence Quantification Analysis (RQA),
demonstrate the ability to reveal the regularities of the system behavior.
Thus, they can be useful for the analysis of the market state in real time. In
present paper we did an effort to apply the RQA for the purpose of economic
time series monitoring. 12 stock indexes, 6 currency pairs and 4 commodities
were taken for the study.
