In this paper we introduce a method to describe dynamical patterns for the exchange rate movements in the main Latin American markets and to analyze the contagion phenomena in currency crisis. This method combines Symbolic Time Series Analysis (Daw et. al. 2003) with the nearest neighbor single...

This study applies network analysis to analyze the structure of the Euro Stoxx market during the long period from 2002 up to 2014. The paper generalizes previous research on stock market networks by including asset returns and volume trading as the main variables to study the financial market. A...