Universiti Teknologi Malaysia Institutional Repository

The evolution of foreign exchange market based on european sovereign debt crisis

Lari, Mansooreh Kazemi and Djauhari, Maman Abdurachman (2013) The evolution of foreign exchange market based on european sovereign debt crisis. International Journal of Basic and Applied Science, 2 (4). pp. 340-345. ISSN 2227-5053

Full text not available from this repository.

Abstract

This study examined the network topology of international foreign exchange markets from 2009 to 2012 in terms of European sovereign debt crisis by using the minimum spanning tree (MST) approach. In the process, the time series evolution is analyzed in relation to the structure changes of MSTs during the crisis period. By deriving some notable changes in network feature, we compare their properties for two subdivided period of currency crisis.

Item Type:Article
Subjects:Q Science
Divisions:Science
ID Code:40889
Deposited By: Liza Porijo
Deposited On:20 Aug 2014 16:15
Last Modified:16 Aug 2017 16:54

Repository Staff Only: item control page