Network Topology of Foreign Exchange Rate | Zendy

Shamshuritawati Sharif | Zendy; NurSyahidah Yusoff | Zendy; Maman A. Djauhari | Zendy

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Network Topology of Foreign Exchange Rate

Author(s) -

Shamshuritawati Sharif,

NurSyahidah Yusoff,

Maman A. Djauhari

Publication year - 2012

Publication title -

modern applied science

Language(s) - English

Resource type - Journals

eISSN - 1913-1852

pISSN - 1913-1844

DOI - 10.5539/mas.v6n11p35

Subject(s) - dominance (genetics) , centrality , liberian dollar , network topology , currency , us dollar , topology (electrical circuits) , computer science , econometrics , business , economics , monetary economics , mathematics , finance , statistics , computer network , combinatorics , biochemistry , chemistry , gene

In this paper we use a network topology approach to examine the interrelationship of 55 world currencies which is based on correlation analysis.With this point of view, those relationships can be measured by a correlation structure among currencies.To analyse that network, we filter the important information contained therein by using minimum spanning tree, and we interpret it by using a centrality measures. This topology will gives us a useful guide to understand their behaviour and to determine the dominance currency in the network as part of a complex network.The results show that HKD-Hong Kong Dollar is the most dominance currencies, followed by in order of importance; SGD-Singapore Dollar, USD-US Dollar, SAR-Saudi Riyal, and TWD-New Taiwan Dollar

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