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

• Main Authors: Lari, Mansooreh Kazemi, Djauhari, Maman Abdurachman
• Format: Article
• Published: 2013
• Subjects: Q Science
• Online Access: http://eprints.utm.my/id/eprint/40889/

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...