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...

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Bibliographic Details
Main Authors: Shamshuritawati, Sharif, Nur Syahidah, Yusoff, Maman Abdurachman, Djauhari
Format: Article
Language:English
Published: Canadian Center of Science and Education 2012
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/6835/1/Network_Topology_of_Foreign_Exchange_Rate.pdf
http://umpir.ump.edu.my/id/eprint/6835/
http://www.ccsenet.org/journal/index.php/mas/article/view/21023/14089
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