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

Authors

  • Mansooreh Kazemi Lari
  • Maman Abdurachman Djauhari Department of Mathematics, Faculty of Science Universiti Teknologi Malaysia, 81310, UTM Johor Bahru, Malaysia

DOI:

https://doi.org/10.14419/ijbas.v2i4.1112

Published

05-10-2013

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.

How to Cite

Lari, M. K., & Abdurachman Djauhari, M. (2013). The evolution of foreign exchange market based on European sovereign debt crisis. International Journal of Basic and Applied Sciences, 2(4), 340-345. https://doi.org/10.14419/ijbas.v2i4.1112

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