Correlation networks among currencies
Correlation networks among currencies
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DOI：
10.1016/j.physa.2005.08.079
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发表时间：
2006-05-15
影响因子：
3.3
通讯作者：
Takayasu, M
中科院分区：
文献类型：
--
作者：
Mizuno, T;Takayasu, H;Takayasu, M
通过分析各种货币的外汇市场数据，我们推导出一个层次分类的货币构造最小生成树。发现了各货币簇的货币结构和关键货币，这些货币簇与世界上相应国家（如亚洲或东欧）的地理区域很好地匹配，关键货币一般由主要经济国家给出。(c)2005 Elsevier B.V.保留所有权利。
By analyzing the foreign exchange market data of various currencies, we derive a hierarchical taxonomy of currencies constructing minimal-spanning trees. Clustered structure of the currencies and the key currency in each cluster are found. The clusters match nicely with the geographical regions of corresponding countries in the world such as Asia or East Europe, the key currencies are generally given by major economic countries as expected. (c) 2005 Elsevier B.V. All rights reserved.