Asia-Pacific currencies structure aftermath Tohoku earthquake

This study investigates the aftermath of Tohoku earthquake to the structure of Asia-Pacific currencies.The M statistic and Minimum Spanning Tree (MST) are employed to study the stability of the covariance currencies structure and its causes, respectively.To filter the information from MST, we use a...

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Bibliographic Details
Main Authors: Atiany, Tareq A.M., Sharif, Shamshuritawati
Format: Article
Language:English
Published: MAXWELL Science Publication 2015
Subjects:
Online Access:http://repo.uum.edu.my/21563/1/RJAEST%2011%202%202015%20%20215-220.pdf
http://repo.uum.edu.my/21563/
http://www.airitilibrary.com/Publication/alDetailedMesh?docid=20407467-201509-201512090023-201512090023-215-220
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