Do foreign exchange and equity markets co-move in Latin American region? Detrended cross-correlation approach
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- Guedes, E. & Dionísio, A. & Ferreira, P.J. & Zebende, G.F., 2017. "DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 38-47.
- repec:eee:phsmap:v:501:y:2018:i:c:p:134-140 is not listed on IDEAS
- repec:eee:phsmap:v:486:y:2017:i:c:p:947-955 is not listed on IDEAS
More about this item
KeywordsStock prices; Exchange rate; ρDCCA coefficient;
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