Impact of unexpected events, shocking news, and rumors on foreign exchange market dynamics

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 77, Issue 4, 2008, Pages

  McDonald, Mark ^a,b   Suleman, Omer ^a   Williams, Stacy ^b   Howison, Sam ^a   Johnson, Neil F ^c  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b HSBC   (United Kingdom)

^c UNIVERSITY OF MIAMI   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DYNAMICAL SYSTEMS; LARGE SCALE SYSTEMS; PHYSICS; TELECOMMUNICATION INDUSTRY;

FOREIGN EXCHANGE MARKET; HUMAN SYSTEMS; TERRORIST ATTACKS;

INTERNATIONAL TRADE;

EID: 42449163880     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.77.046110     Document Type: Article

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