Correlation patterns in foreign exchange markets

Title
Correlation patterns in foreign exchange markets
Authors
Keywords
Foreign exchange, Financial cross-correlations, Numeraire selection, Portfolio management, Partial correlations, Correlation networks
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 525, Issue -, Pages 1026-1037
Publisher
Elsevier BV
Online
2019-04-06
DOI
10.1016/j.physa.2019.04.044

Ask authors/readers for more resources

Reprint

Contact the author

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started

Ask a Question. Answer a Question.

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started