On the rigid body behavior of foreign exchange markets

DOI10.1016/S0378-4371(02)00594-0MaRDI QIDQ1598564zbMATH OpenOpenAlexFDO

Authors L. Matassini

Publication date 23 May 2002

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4371(02)00594-0

zbMATH Keywords

kinetic propertiesN-particle liquid

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• An introduction to synergetics

Cited in

(4)

• From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
• International finance, Lévy distributions, and the econophysics of exchange rates
• Similarity, Clustering, and Scaling Analyses for the Foreign Exchange Market
• Market-maker, inventory control and foreign exchange dynamics

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