Currency crises and the evolution of foreign exchange market: Evidence from minimum spanning tree

Physica A: Statistical Mechanics and its Applications

Volumn 390, Issue 4, 2011, Pages 707-718

  Jang, Wooseok ^a   Lee, Junghoon ^a   Chang, Woojin ^a  

^a Seoul National University   (South Korea)

Author keywords

Currency crisis; Foreign exchange rate; Minimum spanning tree

Indexed keywords

CLUSTERING ALGORITHMS; COMMERCE;

ASIAN COUNTRIES; CLUSTER CENTERS; CORRELATION COEFFICIENT; CURRENCY CRISIS; FOREIGN EXCHANGE RATES; LATIN AMERICANS; MINIMUM SPANNING TREES; NEGATIVE CORRELATION;

FINANCIAL MARKETS;

EID: 78650799452     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.10.028     Document Type: Article

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