14 citations · 18 across the 3 of their papers we have counts for
3 papers
Analysis of a network structure of the foreign currency exchange market
Jaroslaw Kwapien, Sylwia Gworek, Stanislaw Drozdz +1
We analyze structure of the world foreign currency exchange (FX) market viewed as a network of interacting currencies. We analyze daily time series of FX data for a set of 63 curre…
Structure and evolution of the foreign exchange networks
Jaroslaw Kwapien, Sylwia Gworek, Stanislaw Drozdz
We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencie…
Empirics versus RMT in financial cross-correlations
S. Drozdz, J. Kwapien, P. Oswiecimka
In order to pursue the issue of the relation between the financial cross-correlations and the conventional Random Matrix Theory we analyse several characteristics of the stock mark…