Network Analysis of Cross-Correlations on Forex Market during Crises. Globalisation on Forex Market
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 o...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-03-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/23/3/352 |