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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2024-02-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/26/2/161 |