کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7374910 1480064 2018 22 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries
ترجمه فارسی عنوان
ساختار توپولوژی بر اساس ضریب همبستگی پیچیده شبکه ارزی کشورهای کمربند و جاده
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
چکیده انگلیسی
The Belt and Road initiative has been gaining attention internationally since its proposal. This study applies complex network theory to the Belt and Road countries' exchange rate markets by constructing a correlation network for these markets using the detrended cross-correlation coefficient (DCCA cross-correlation coefficient). Results show that the Belt and Road countries' exchange rate network (BREN)1exhibits a small-world effect and robustness. The network is divided into three clusters by factional analysis. The three clusters correspond to three regions: West Asia, Central Asia and Europe, and Southeast Asia. The cohesion subgroup density between Central Asia and Europe and West Asia is high, and the inter-correlation of the Central Asia and Europe is strong. Moreover, the CNY's position in the BREN has been significantly improved since the policy was proposed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 509, 1 November 2018, Pages 1140-1151
نویسندگان
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