Weighted Signed Networks Reveal Interactions between US Foreign Exchange Rates

Correlations between exchange rates are valuable for illuminating the dynamics of international trade and the financial dynamics of countries. This paper explores the changing interactions of the US foreign exchange market based on detrended cross-correlation analysis. First, we propose an objective...

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Bibliographic Details
Main Authors: Leixin Yang, Haiying Wang, Changgui Gu, Huijie Yang
Format: Article
Language:English
Published: MDPI AG 2024-02-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/26/2/161