Correlation Networks Among Currencies

Details Correlation Networks Among Currencies Correlation Networks Among Currencies

2005-08-23

arxiv.org/abs/physics/0508164v2

Physics

Physics and Society

12 pages, 3 figures, 1 table

Scientific paper

10.1016/j.physa.2005.08.079

By analyzing the foreign exchange market data of various currencies, we derive a hierarchical taxonomy of currencies constructing minimal-spanning trees. Clustered structure of the currencies and the key currency in each cluster are found. The clusters match nicely with the geographical regions of corresponding countries in the world such as Asia or East Europe, the key currencies are generally given by major economic countries as expected.

Affiliated with

Also associated with

No associations

Rating

Correlation Networks Among Currencies does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Correlation Networks Among Currencies, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Correlation Networks Among Currencies will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-165990