Analysis of a network structure of the foreign currency exchange market

Journal of Economic Interaction and Coordination

Volumn 4, Issue 1, 2009, Pages 55-72

  Kwapień, Jarosław ^a   Gworek, Sylwia ^a,b   Drożdż, Stanisław ^a   Górski, Andrzej ^a  

^a INSTITUTE OF NUCLEAR PHYSICS   (Poland)

^b UNIVERSITY OF RZESZÓW   (Poland)

Author keywords

Correlation matrix; Foreign exchange market; Minimal spanning tree; Networks

Indexed keywords

EID: 67349083294     PISSN: 1860711X     EISSN: 18607128     Source Type: Journal    
DOI: 10.1007/s11403-009-0047-9     Document Type: Article

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