Keywords: Correlation analysis
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Journal Articles
China Finance Review International (2015) 5 (2): 91–102.
Published: 18 May 2015
... quotation level data of panel banks, which allows us to analyze the properties of the interest rate formation and how all panel banks behavior in different periods. This work is also the first study on the SHIBOR market using econophysics methods of correlation analysis, RMT and MST. is calculated...

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