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Correlation patterns in foreign exchange markets

  • Published:2019-07 Issue: Volume:525 Page:1026-1037
  • ISSN:0378-4371
  • Container-title:Physica A: Statistical Mechanics and its Applications
  • language:en
  • Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Basnarkov Lasko,Stojkoski Viktor,Utkovski Zoran,Kocarev Ljupco

Funder

“SS. Cyril and Methodius” University in Skopje, Macedonia

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference33 articles.

1. Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,1999

2. Hierarchical structure in financial markets;Mantegna;Eur. Phys. J. B,1999

3. Noise dressing of financial correlation matrices;Laloux;Phys. Rev. Lett.,1999

4. Universal and nonuniversal properties of cross correlations in financial time series;Plerou;Phys. Rev. Lett.,1999

5. Correlation networks among currencies;Mizuno;Phys. A,2006
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