Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA
Authors:
- Xinsheng LuXLXinsheng Lu
- Xinxin SunXSXinxin Sun
- Jintian GeJGJintian Ge
- 1 May 2017
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 474, 144-161
Abstract
No abstract availableFunding Information
- National Natural Science Foundation of China (71173088)
- National Social Science Foundation of China (12&ZD042)
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