Network analysis of cross-correlations on forex market during crises. Globalisation on forex market
Entropy, ISSN: 1099-4300, Vol: 23, Issue: 3
2021
- 10Citations
- 11Captures
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Example: if you select the 1-year option for an article published in 2019 and a metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019. If you select the 3-year option for the same article published in 2019 and the metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019, 2018 and 2017.
Citation Benchmarking is provided by Scopus and SciVal and is different from the metrics context provided by PlumX Metrics.
Metrics Details
- Citations10
- Citation Indexes10
- 10
- CrossRef9
- Captures11
- Readers11
- 11
Article Description
Within the paper, the problem of globalisation during financial crises is analysed. The research is based on the Forex exchange rates. In the analysis, the power law classification scheme (PLCS) is used. The study shows that during crises cross-correlations increase resulting in significant growth of cliques, and also the ranks of nodes on the converging time series network are grow-ing. This suggests that the crises expose the globalisation processes, which can be verified by the proposed analysis.
Bibliographic Details
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