Article ID Journal Published Year Pages File Type
10480861 Physica A: Statistical Mechanics and its Applications 2011 12 Pages PDF
Abstract
► We derived a hierarchical organization and constructed MSTs and HTs. ► We performed a bootstrap technique to associate a value of reliability to the links. ► The clustered structure of the currencies and key currency were obtained. ► To observe cluster structure much better we used average linkage cluster analysis. ► The results confirm that the USD and EUR are the predominant world currencies.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
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