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

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...

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Main Authors: Lari, Mansooreh Kazemi, Djauhari, Maman Abdurachman
Format: Article
Published: 2013
Subjects:
Q Science
Online Access:http://eprints.utm.my/id/eprint/40889/
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spelling my.utm.408892017-08-16T08:54:20Z http://eprints.utm.my/id/eprint/40889/ The evolution of foreign exchange market based on european sovereign debt crisis Lari, Mansooreh Kazemi Djauhari, Maman Abdurachman Q Science 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. 2013 Article PeerReviewed Lari, Mansooreh Kazemi and Djauhari, Maman Abdurachman (2013) The evolution of foreign exchange market based on european sovereign debt crisis. International Journal of Basic and Applied Science, 2 (4). pp. 340-345. ISSN 2227-5053
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
topic Q Science
spellingShingle Q Science
Lari, Mansooreh Kazemi
Djauhari, Maman Abdurachman
The evolution of foreign exchange market based on european sovereign debt crisis
description 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.
format Article
author Lari, Mansooreh Kazemi
Djauhari, Maman Abdurachman
author_facet Lari, Mansooreh Kazemi
Djauhari, Maman Abdurachman
author_sort Lari, Mansooreh Kazemi
title The evolution of foreign exchange market based on european sovereign debt crisis
title_short The evolution of foreign exchange market based on european sovereign debt crisis
title_full The evolution of foreign exchange market based on european sovereign debt crisis
title_fullStr The evolution of foreign exchange market based on european sovereign debt crisis
title_full_unstemmed The evolution of foreign exchange market based on european sovereign debt crisis
title_sort evolution of foreign exchange market based on european sovereign debt crisis
publishDate 2013
url http://eprints.utm.my/id/eprint/40889/
_version_ 1643650585687228416
score 13.18916

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