Oya, Shunsuke; Aihara, Kazuyuki; Hirata, Yoshito - In: Physica A: Statistical Mechanics and its Applications 407 (2014) C, pp. 15-23
It is generally considered that the US dollar and the euro are the key currencies in the world and in Europe, respectively. However, there is no absolute general measure for a key currency. Here, we investigate the 24-hour periodicity of foreign exchange markets using a recurrence plot, and...