Asia-Pacific currencies structure aftermath Tohoku earthquake
This study investigates the aftermath of Tohoku earthquake to the structure of Asia-Pacific currencies.The M statistic and Minimum Spanning Tree (MST) are employed to study the stability of the covariance currencies structure and its causes, respectively.To filter the information from MST, we use a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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MAXWELL Science Publication
2015
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/21563/1/RJAEST%2011%202%202015%20%20215-220.pdf |