The evolution of foreign exchange market based on European sovereign debt crisis

Autor:	Maman Abdurachman Djauhari, Mansooreh Kazemi Lari
Rok vydání:	2013
Předmět:	Economics Foreign exchange International economics Monetary economics Minimum spanning tree Network topology Foreign exchange risk Currency crisis Foreign exchange market European debt crisis
Zdroj:	International Journal of Basic and Applied Sciences. 2
ISSN:	2227-5053
DOI:	10.14419/ijbas.v2i4.1112
Popis:	This study examined the network topology of international foreign exchange markets from 2009 to 2012 in terms of European sovereign debt crisis by using the minimum spanning tree (MST) approach. In the process, the time series evolution is analyzed in relation to the structure changes of MSTs during the crisis period. By deriving some notable changes in network feature, we compare their properties for two subdivided period of currency crisis.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b1368d7d0106572aa75804f7676b50fe https://doi.org/10.14419/ijbas.v2i4.1112 Zobrazit plný text záznamu