Munich Personal RePEc Archive
metadata only
Network analysis of exchange data: Interdependence drives crisis contagion
In this paper we detect the linear and nonlinear co-movements presented on the real exchange rate in a group of 28 developed and developing countries that have suffered currency and financial crises during 15 years. We have used the matrix of Pearson correlation and Phase Synchronous (PS) coefficien
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Chaotic Griffiths phase in neuron map networks#1188022
- Nonstationarity of the Exchange Rate Process(<Special Issue>Perspectives in Socio-Econo-Physics -Network Structures and Functions of Socio-Economic Systems)#69476
- Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions#499749
- Regime-Aware Estimation of Large Equity Correlation Matrices: Tail-Pairwise Dependence and Dynamic Conditional Correlation Decomposition for Water and Energy Sectors#1249590
- Dynamics of exchange rate fluctuations between yen and the us-dollar#407932
Record · ID 1277634
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive