Using detrended deconvolution foreign exchange network to identify currency status
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Bhavna Dave & Yuka Kobayashi, 2018. "China’s silk road economic belt initiative in Central Asia: economic and security implications," Asia Europe Journal, Springer, vol. 16(3), pages 267-281, September.
- Jaroslaw Kwapien & Sylwia Gworek & Stanislaw Drozdz & Andrzej Gorski, 2009. "Analysis of a network structure of the foreign currency exchange market," Papers 0906.0480, arXiv.org.
- Du, Julan & Zhang, Yifei, 2018. "Does One Belt One Road initiative promote Chinese overseas direct investment?," China Economic Review, Elsevier, vol. 47(C), pages 189-205.
- Jarosław Kwapień & Sylwia Gworek & Stanisław Drożdż & Andrzej Górski, 2009. "Analysis of a network structure of the foreign currency exchange market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 4(1), pages 55-72, June.
- Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1140-1151.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sandoval, Leonidas, 2014. "To lag or not to lag? How to compare indices of stock markets that operate on different times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 227-243.
- Leonidas Sandoval Junior, 2011. "Cluster formation and evolution in networks of financial market indices," Papers 1111.5069, arXiv.org.
- Danau, Daniel, 2020.
"Prudence and preference for flexibility gain,"
European Journal of Operational Research, Elsevier, vol. 287(2), pages 776-785.
- Daniel Danau, 2017. "Prudence and preference for flexibility gain," Economics Working Paper Archive (University of Rennes & University of Caen) 2017-05, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, revised Nov 2017.
- Daniel Danau, 2020. "Prudence and preference for flexibility gain," Post-Print hal-02893487, HAL.
- Daniel Danau, 2018. "Prudence and preference for flexibility gain," Economics Working Paper Archive (University of Rennes & University of Caen) 2018-05, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, revised May 2019.
- Daniel Danau, 2018. "Prudence and preference for flexibility gain," Working Papers hal-01806743, HAL.
- Tan T. M. Le & Franck Martin & Duc K. Nguyen, 2018.
"Dynamic connectedness of global currencies: a conditional Granger-causality approach,"
Economics Working Paper Archive (University of Rennes & University of Caen)
2018-04, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
- Tan Le & Franck Martin & Duc Nguyen, 2018. "Dynamic connectedness of global currencies: a conditional Granger-causality approach," Working Papers hal-01806733, HAL.
- Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
- Shangkun Deng & Kazuki Yoshiyama & Takashi Mitsubuchi & Akito Sakurai, 2015. "Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 49-89, January.
- Rigana, Katerina & Wit, Ernst-Jan Camiel & Cook, Samantha, 2023. "A new way of measuring effects of financial crisis on contagion in currency markets," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Katerina Rigana & Ernst-Jan Camiel Wit & Samantha Cook, 2021. "Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market," Papers 2112.13127, arXiv.org.
- de Carvalho, Pablo Jose Campos & Gupta, Aparna, 2018. "A network approach to unravel asset price comovement using minimal dependence structure," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 119-132.
- Xu, Helian & Cheng, Long, 2016. "The QAP weighted network analysis method and its application in international services trade," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 91-101.
- Coletti, Paolo, 2016. "Comparing minimum spanning trees of the Italian stock market using returns and volumes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 246-261.
- Feng, Xiaobing & Hu, Haibo & Wang, Xiaofan, 2010. "The evolutionary synchronization of the exchange rate system in ASEAN+6," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5785-5793.
- Stephanos Papadamou & Thomas Markopoulos, 2014. "Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(4), pages 399-410, November.
- Juan Gabriel Brida & Emiliano Alvarez & Erick Limas, 2021. "Clustering of time series for the analysis of the COVID-19 pandemic evolution," Economics Bulletin, AccessEcon, vol. 41(3), pages 1082-1096.
- Sandoval, Leonidas Junior, 2013. "To lag or not to lag? How to compare indices of stock markets that operate at different times," Insper Working Papers wpe_319, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Leonidas Sandoval Junior, 2011. "A Map of the Brazilian Stock Market," Papers 1107.4146, arXiv.org, revised Mar 2013.
- Kireyev, A., 2019.
"A Network Model of Multilateral Equilibrium Exchange Rates,"
Journal of the New Economic Association, New Economic Association, vol. 41(1), pages 12-33.
- Mr. Alexei P Kireyev & Andrei Leonidov, 2016. "A Network Model of Multilaterally Equilibrium Exchange Rates," IMF Working Papers 2016/130, International Monetary Fund.
- Stosic, Darko & Stosic, Dusan & Ludermir, Teresa & Stosic, Tatijana, 2016. "Correlations of multiscale entropy in the FX market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 52-61.
- Mansooreh Kazemilari & Maman Abdurachman Djauhari & Zuhaimy Ismail, 2016. "Foreign Exchange Market Performance: Evidence from Bivariate Time Series Approach," Papers 1608.07694, arXiv.org.
- Kazemilari, Mansooreh & Mardani, Abbas & Streimikiene, Dalia & Zavadskas, Edmundas Kazimieras, 2017. "An overview of renewable energy companies in stock exchange: Evidence from minimal spanning tree approach," Renewable Energy, Elsevier, vol. 102(PA), pages 107-117.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-PAY-2020-09-21 (Payment Systems and Financial Technology)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2008.09482. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.