相关论文: Correlation Networks Among Currencies

We quantify the amount of information filtered by different hierarchical clustering methods on correlations between stock returns comparing it with the underlying industrial activity structure. Specifically, we apply, for the first time to…

Studies built on dependency and world-system theory using network approaches have shown that international trade is structured into clusters of 'core' and 'peripheral' countries performing distinct functions. However, few have used these…

Time series of price returns for 80 of the most liquid cryptocurrencies listed on Binance are investigated for the presence of detrended cross-correlations. A spectral analysis of the detrended correlation matrix and a topological analysis…

Foreign exchange rates movements exhibit significant cross-correlations even on very short time-scales. The effect of these statistical relationships become evident during extreme market events, such as flash crashes.In this scenario, an…

We study the structure of the international trade hypergraph consisting of triangular hyperedges representing the exporter-importer-product relationship. Measuring the mean hyperdegree of the adjacent vertices, we first find its behaviors…

Networks of companies can be constructed by using return correlations. A crucial issue in this approach is to select the relevant correlations from the correlation matrix. In order to study this problem, we start from an empty graph with no…

GDP/capita correlations are investigated in various time windows (TW), for the time interval 1990-2005. The target group of countries is the set of 25 EU members, 15 till 2004 plus the 10 countries which joined EU later on. The TW-means of…

When considering the number of subtrees of trees, the extremal structures which maximize this number among binary trees and trees with a given maximum degree lead to some interesting facts that correlate to other graphical indices in…

We show that the amount of foreign exchange reserves (FER) in the world in a given currency is highly correlated with the GDP and military spending of that country for a set of western economies during the last 20 years. Taking into account…

Cross-border migration brings economic and cultural impacts to the origin and destination, and is also a key to reflect the international relations of related countries. In fact, the migration relationships of countries are complex and…

We analyze the multilayer architecture of the global input-output network using sectoral trade data (WIOD, 2016 release). With a focus on the mesoscale structure and related properties, our multilayer analysis takes into consideration the…

Using the APM cluster distribution we find interesting alignment effects: (1) Cluster substructure is strongly correlated with the tendency of clusters to be aligned with their nearest neighbour and in general with the nearby clusters that…

A key element to understand complex systems is the relationship between the spatial scale of investigation and the structure of the interrelation among its elements. When it comes to economic systems, it is now well-known that the…

Using the APM cluster data we investigate whether the dynamical status of clusters is related to the large-scale structure of the Universe. We find that cluster substructure is strongly correlated with the tendency of clusters to be aligned…

Economy correlations between the 19 richest countries are investigated through their Gross Domestic Product increments. A distance is defined between increment correlation matrix elements and their evolution studied as a function of time…

Cryptocurrencies are distributed systems that allow exchanges of native (and non-) tokens among participants. The complete historical bookkeeping and its wide availability opens up an unprecedented possibility, i.e. that of understanding…

This paper studies multilateral matching in which agents may negotiate contracts within any coalition. We assume scale economies such that an agent substitutes some existing contracts with new ones only if the latter involve a set of…

Trade networks, across which countries distribute their products, are crucial components of the globalized world economy. Their structure is strongly heterogeneous across products, given the different features of the countries which buy and…

This paper is a contribution to interweaving two lines of research that have progressed in separate ways: network analyses of international trade and the literature on African trade and development. Gathering empirical data on African…

Syntax connects words to each other in very specific ways. Two words are syntactically connected if they depend directly on each other. Syntactic connections usually happen within a sentence. Gathering all those connection across several…