The evolutionary synchronization of the exchange rate system in ASEAN+6
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DOI: 10.1016/j.physa.2010.09.011
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References listed on IDEAS
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- repec:ebl:ecbull:v:6:y:2006:i:14:p:1-20 is not listed on IDEAS
- Jarosław Kwapień & Sylwia Gworek & Stanisław Drożdż & Andrzej Górski, 2009. "Analysis of a network structure of the foreign currency exchange market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 4(1), pages 55-72, June.
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Keywords
Correlation matrix; Cross sample entropy; Cross entropy; Random matrix theory; Exchange rate synchronization;All these keywords.
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