Does the monetary policy influenced cross-correlations on the main world stocks markets? Power Law Classification Scheme analysis

Miśkiewicz, Janusz; Tadla, Adrian; Trela, Zenon

doi:10.1016/j.physa.2018.12.016

Cited by 4 publications

(2 citation statements)

References 26 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Of course, this result is in agreement with the linear relationship between the considered functions. Other examples and more detailed analysis can be found in [ 28 , 29 , 30 ].…”

Section: Methodsmentioning

confidence: 99%

“…In fact, this term is gathering a great variety of methods. Just mentioning the most often used: classical variance analysis and Pearson correlation coefficient [ 10 , 11 , 12 , 13 , 14 , 15 ], cointegration analysis [ 16 , 17 , 18 , 19 ], multifractal analysis [ 20 , 21 , 22 , 23 ], random matrix theory [ 24 , 25 , 26 , 27 ], power law classification scheme [ 28 , 29 , 30 ], or entropy-based methods [ 31 , 32 ].…”

Section: Introductionmentioning

confidence: 99%

See 1 more Smart Citation

Network Analysis of Cross-Correlations on Forex Market during Crises. Globalisation on Forex Market

Miśkiewicz

2021

Entropy

Self Cite

View full text Add to dashboard Cite

Within the paper, the problem of globalisation during financial crises is analysed. The research is based on the Forex exchange rates. In the analysis, the power law classification scheme (PLCS) is used. The study shows that during crises cross-correlations increase resulting in significant growth of cliques, and also the ranks of nodes on the converging time series network are growing. This suggests that the crises expose the globalisation processes, which can be verified by the proposed analysis.

show abstract

“…Of course, this result is in agreement with the linear relationship between the considered functions. Other examples and more detailed analysis can be found in [ 28 , 29 , 30 ].…”

Section: Methodsmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

Network Analysis of Cross-Correlations on Forex Market during Crises. Globalisation on Forex Market

Miśkiewicz

2021

Entropy

Self Cite

View full text Add to dashboard Cite

show abstract

Emergence of income inequality: Origin, distribution and possible policies

Songtao

Liu

2020

Physica A: Statistical Mechanics and its Applications

View full text Add to dashboard Cite

Stop hunt detection using indicators and expert advisors in the forex market

Noertjahyana

Christopher

Abas

et al. 2020

J. Phys.: Conf. Ser.

View full text Add to dashboard Cite

Foreign exchange trading activities are one of the businesses that can generate big profits, and provide freedom for business people without the need to provide a large capital. Traders often suffer losses due to uncertainty in the market. One of them is market manipulation carried out by brokers or banks. For this reason, this research was conducted to detect any manipulation that occurred in the foreign exchange market. This research tries to combine trading systems, indicators and expert advisors that aim to help traders detect fake market price movements to minimize losses that occur due to errors in making transaction decisions. The results of the study produce an indicator that is able to detect the potential of certain patterns used by the market maker to reverse the direction of market prices and is supported by the presence of expert advisors who are able to pinpoint potential market manipulation, so traders can avoid large losses.

show abstract

Does the monetary policy influenced cross-correlations on the main world stocks markets? Power Law Classification Scheme analysis

Cited by 4 publications

References 26 publications

Network Analysis of Cross-Correlations on Forex Market during Crises. Globalisation on Forex Market

Network Analysis of Cross-Correlations on Forex Market during Crises. Globalisation on Forex Market

Emergence of income inequality: Origin, distribution and possible policies

Stop hunt detection using indicators and expert advisors in the forex market

Contact Info

Product

Resources

About