Diverse Causality Inference in Foreign Exchange Markets

Hidden interactions in financial markets

(2019) Stavros K. Stavroglou et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Synchronous analysis of brain regions based on multi-scale permutation transfer entropy

(2019) Yunyuan Gao et al.   COMPUTERS IN BIOLOGY AND MEDICINE

Correlation analysis of the Korean stock market: Revisited to consider the influence of foreign exchange rate

(2018) Sang Kyun Jo et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Interest Rate Swap Market Complexity and Its Risk Management Implications

(2018) Steve Y. Yang et al.   COMPLEXITY

Oil price shocks and U.S. dollar exchange rates

(2016) Hongtao Chen et al.   ENERGY

The study of RMB exchange rate complex networks based on fluctuation mode

(2015) Can-Zhong Yao et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

On the Efficacy of State Space Reconstruction Methods in Determining Causality

(2015) Bree Cummins et al.   SIAM JOURNAL ON APPLIED DYNAMICAL SYSTEMS

Characterizing system dynamics with a weighted and directed network constructed from time series data

(2014) Xiaoran Sun et al.   CHAOS

Compensated Transfer Entropy as a Tool for Reliably Estimating Information Transfer in Physiological Time Series

(2013) Luca Faes et al.   Entropy

Risk Contagion in Chinese Banking Industry: A Transfer Entropy-Based Analysis

(2013) Jianping Li et al.   Entropy

Detecting Causality in Complex Ecosystems

(2012) G. Sugihara et al.   SCIENCE

Examining crude oil price – Exchange rate nexus for India during the period of extreme oil price volatility

(2010) Sajal Ghosh   APPLIED ENERGY