70 citations · 161 across the 6 of their papers we have counts for
6 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…
Scale free effects in world currency exchange network
A. Z. Gorski, S. Drozdz, J. Kwapien
A large collection of daily time series for 60 world currencies' exchange rates is considered. The correlation matrices are calculated and the corresponding Minimal Spanning Tree (…
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…
World currency exchange rate cross-correlations
S. Drozdz, A. Z. Gorski, J. Kwapien
World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we stu…
Stock market return distributions: from past to present
S. Drozdz, M. Forczek, J. Kwapien +2
We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling inde…