A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates

• Yanhua Chen,

  Roles Data curation, Formal analysis, Investigation, Methodology, Resources, Software, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Institute for Risk and Uncertainty, University of Liverpool, Chadwick Building, L69 7ZF, Liverpool, United Kingdom

  ⨯
• Rosario N. Mantegna,

  Roles Conceptualization, Investigation, Project administration, Supervision, Writing – review & editing

  Affiliations Dipartimento di Fisica e Chimica, Università degli Studi di Palermo, Viale delle Scienze Ed. 18, I-90128, Palermo, Italy, Center for Network Science, Central European University, Nador 9, H-1051, Budapest, Hungary, Department of Computer Science, University College London, Gower Street, WC1E 6BT, London, United Kingdom

  ⨯
• Athanasios A. Pantelous ,

  Roles Conceptualization, Formal analysis, Funding acquisition, Investigation, Methodology, Project administration, Resources, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: Athanasios.Pantelous@monash.edu

  Affiliations Institute for Risk and Uncertainty, University of Liverpool, Chadwick Building, L69 7ZF, Liverpool, United Kingdom, Department of Mathematical Sciences, University of Liverpool, Peach Street L69 7ZL, Liverpool, United Kingdom, Department of Econometrics and Business Statistics, Monash University, Wellington Rd, Clayton, Victoria, 3800, Australia, School of Management, Shanghai University, No.99 Shangda Road, Shanghai, 200444, China

  http://orcid.org/0000-0001-5738-1471

  ⨯
• Konstantin M. Zuev

  Roles Investigation, Methodology, Project administration, Supervision, Validation, Visualization, Writing – review & editing

  Affiliations Institute for Risk and Uncertainty, University of Liverpool, Chadwick Building, L69 7ZF, Liverpool, United Kingdom, Department of Computing and Mathematical Sciences, California Institute of Technology, 1200 E. California Blvd. Pasadena, CA, 91125, United States of America

  ⨯