Detecting a currency's dominance or dependence using foreign exchange network trees

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 72, Issue 4, 2005, Pages

  McDonald, Mark ^a   Suleman, Omer ^a   Williams, Stacy ^b   Howison, Sam ^a   Johnson, Neil F ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b HSBC   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SYSTEMS; CORRELATION METHODS; INTERNATIONAL TRADE; MARKETING; RANDOM PROCESSES;

FOREIGN EXCHANGE; MINIMUM SPANNING TREES (MSTS); NETWORK TREES; RAW EXCHANGE-RATE DATA;

TREES (MATHEMATICS);

EID: 33244469449     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.72.046106     Document Type: Article

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