A network analysis of the structure and dynamics of FX derivatives markets during the global spread of Covid-19

This work leverages inter-connectivity patterns and dynamics of the FX Options and Non-Delivery Forwards (NDF) to uncover temporal changes in the structure and dynamics of these FX markets via network representations during the period between December 2018 to October 2020. We find considerable struc...

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Autores:

Tipo de recurso:

Article of journal

Fecha de publicación:

2024

Institución:

Universidad de Bogotá Jorge Tadeo Lozano

Repositorio:

Expeditio: repositorio UTadeo

Idioma:

OAI Identifier:

oai:expeditiorepositorio.utadeo.edu.co:20.500.12010/34695

Acceso en línea:

https://www.sciencedirect.com/science/article/pii/S0378437123001048
http://hdl.handle.net/20.500.12010/34695

Palabra clave:

Network structure
Foreign exchange markets
Information systems
Complexity

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