Network topology of foreign exchange rate

In this paper we use a network topology approach to examine the interrelationship of 55 world currencies which is based on correlation analysis.With this point of view, those relationships can be measured by a correlation structure among currencies.To analyse that network, we filter the important in...

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Detalhes bibliográficos
Principais autores: Sharif, Shamshuritawati, Yusoff, Nur Syahidah, Djauhari, Maman A.
Formato: Artigo
Idioma:English
Publicado em: Canadian Center of Science and Education 2012
Assuntos:
Acesso em linha:https://repo.uum.edu.my/id/eprint/12534/1/21023-71305-2-PB.pdf