Performs the empirical work published in:
Kremer, M., Becker, A. P., Vodenska, I., Stanley, H. E., and Schäfer, R. (2019). Economic and political effects on currency clustering dynamics. Quantitative Finance, 19(5):705-716. https://doi.org/10.1080/14697688.2018.1532101.
SSRN version: https://ssrn.com/abstract=3038865.