Correlation networks among currencies

被引：149

作者：

Mizuno, T

Takayasu, H

Takayasu, M

机构：

[1] Tokyo Inst Technol, Interdisciplinary Grad Sch Sci & Engn, Dept Computat Intelligence & Syst Sci, Yokohama, Kanagawa 2268502, Japan

[2] Sony Comp Sci Labs Inc, Shinagawa Ku, Tokyo 1410022, Japan

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2006年 / 364卷 / 336-342期

基金：

日本学术振兴会;

关键词：

econophysics; foreign exchange market; network;

D O I：

10.1016/j.physa.2005.08.079

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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.

引用

页码：336 / 342

页数：7