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

Mansooreh Kazemi Lari; Maman Abdurachman Djauhari

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

机译：基于欧洲主权债务危机的外汇市场演变

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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.

机译：本研究使用最小生成树（MST）方法从欧洲主权债务危机的角度研究了2009年至2012年国际外汇市场的网络拓扑。在此过程中，分析了危机期间MST结构变化的时间序列演变。通过得出网络功能的一些显着变化，我们比较了两个细分的货币危机时期的属性。

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《International Journal of Basic and Applied Sciences》 |2013年第4期|共6页
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Mansooreh Kazemi Lari; Maman Abdurachman Djauhari;
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6. The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets [O] . Alberto Ciacci, Takumi Sueshige, Hideki Takayasu, 2020

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7. The evolution of foreign exchange market based on European sovereign debt crisis [O] . Mansooreh Kazemi Lari, Maman Abdurachman Djauhari 2013

机译：基于欧洲主权债务危机的外汇市场演变

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

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