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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/47271/1/ShamshuritawatiSharif2012_NetworkTopologyofForeignExchange.pdf http://eprints.utm.my/id/eprint/47271/ http://dx.doi.org/10.5539/mas.v6n11p35 |
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