Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 364, Issue -, Pages 336-342Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.physa.2005.08.079
Keywords
econophysics; foreign exchange market; network
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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.
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