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Carbon-dioxide emissions trading and hierarchical structure in worldwide finance and commodities markets
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  • 1999Hierarchical structure in financial markets2,104 cited
  • 1999Noise Dressing of Financial Correlation Matrices1,282 cited
  • 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series1,017 cited
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  • 2009The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis526 cited
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  • 2001High-frequency cross-correlation in a set of stocks243 cited
  • 2011Evolution of worldwide stock markets, correlation structure, and correlation-based graphs242 cited
  • 2004Oil sensitivity and systematic risk in oil-sensitive stock indices

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197 cited
  • 2004Random matrix theory analysis of cross correlations in financial markets174 cited
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