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Analysis of the effects of the global financial crisis on the Turkish economy, using hierarchical methods
16 references·2 citing·38 second hop
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References

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  • 1999Hierarchical structure in financial markets2,104 cited
  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,498 cited
  • 2003Dynamics of market correlations: Taxonomy and portfolio analysis767 cited
  • 2009Cross-correlations between volume change and price change631 cited
  • 2003Topology of correlation-based minimal spanning trees in real and model markets453 cited
  • 2010Correlation, hierarchies, and networks in financial markets381 cited
  • 2007Multi-scaling in finance376 cited
  • 2003Dynamic asset trees and Black Monday304 cited
  • 2011Correlation of financial markets in times of crisis285 cited
  • 2011Evolution of worldwide stock markets, correlation structure, and correlation-based graphs242 cited
  • 2009The 2006–2008 oil bubble: Evidence of speculation, and prediction230 cited
  • 2010Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles221 cited
  • 2009Market impact and trading profile of hidden orders in stock markets219 cited
  • 2005Correlation networks among currencies

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199 cited
  • 2006The evolution of interdependence in world equity markets—Evidence from minimum spanning trees188 cited
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    • 2019Structural Change and Dynamics of Pakistan Stock Market during Crisis: A Complex Network Perspective49 cited
    • 2017Comparison between global financial crisis and local stock disaster on top of Chinese stock network48 cited