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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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 |
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Q Science Lari, Mansooreh Kazemi Djauhari, Maman Abdurachman The evolution of foreign exchange market based on european sovereign debt crisis |
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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. |
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Article |
author |
Lari, Mansooreh Kazemi Djauhari, Maman Abdurachman |
author_facet |
Lari, Mansooreh Kazemi Djauhari, Maman Abdurachman |
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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 |
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2013 |
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http://eprints.utm.my/id/eprint/40889/ |
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