14 citations · 14 across the 1 of their papers we have counts for
2 papers
q-fin.ST2009
Sign and amplitude representation of the forex networks
Sylwia Gworek, Jaroslaw Kwapien, Stanislaw Drozdz
We decompose the exchange rates returns of 41 currencies (incl. gold) into their sign and amplitude components. Then we group together all exchange rates with a common base currenc…
q-fin.ST2009★ 14 cited
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…