Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Springer in its journal Journal of Economic Interaction and Coordination.

Volume (Year): 4 (2009)
Issue (Month): 1 (June)
Pages: 55-72
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:spr:jeicoo:v:4:y:2009:i:1:p:55-72

Contact details of provider:
Web page: http://www.springer.com/economics/economic+theory/journal/11403

Order Information:
Web: http://link.springer.de/orders.htm

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research

Keywords: Foreign exchange market; Correlation matrix; Networks; Minimal spanning tree;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Dong-Hee Kim & Hawoong Jeong, 2005. "Systematic analysis of group identification in stock markets," Quantitative Finance Papers physics/0503076, arXiv.org, revised Oct 2005. [Downloadable!]
2. S. Drozdz & J. Kwapien & F. Gruemmer & F. Ruf & J. Speth, 2002. "Are the contemporary financial fluctuations sooner converging to normal?," Quantitative Finance Papers cond-mat/0208240, arXiv.org, revised Jul 2003. [Downloadable!]
3. G. Bonanno & G. Caldarelli & F. Lillo & S. Micciche` & N. Vandewalle & R. N. Mantegna, 2004. "Networks of equities in financial markets," Quantitative Finance Papers cond-mat/0401300, arXiv.org. [Downloadable!]
4. S. Drozdz & M. Forczek & J. Kwapien & P. Oswiecimka & R. Rak, 2007. "Stock market return distributions: from past to present," Quantitative Finance Papers 0704.0664, arXiv.org. [Downloadable!]
5. A. Z. Gorski & S. Drozdz & J. Kwapien, 2008. "Scale free effects in world currency exchange network," Quantitative Finance Papers 0810.1215, arXiv.org. [Downloadable!]
6. S. Drozdz & A. Z. Gorski & J. Kwapien, 2007. "World currency exchange rate cross-correlations," Quantitative Finance Papers 0708.4347, arXiv.org. [Downloadable!]
7. Yukihiro Aiba & Naomichi Hatano & Hideki Takayasu & Kouhei Marumo & Tokiko Shimizu, 2002. "Triangular arbitrage as an interaction among foreign exchange rates," Quantitative Finance Papers cond-mat/0202391, arXiv.org, revised Mar 2002. [Downloadable!]

Statistics

Access and download statistics

Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2009-12-4.