Network Topology of Foreign Exchange Rate

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...

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Main Authors:	Shamshuritawati, Sharif, Nur Syahidah, Yusoff, Maman Abdurachman, Djauhari
Format:	Article
Language:	English
Published:	Canadian Center of Science and Education 2012
Subjects:	HD Industries. Land use. Labor
Online Access:	http://umpir.ump.edu.my/id/eprint/6835/ http://umpir.ump.edu.my/id/eprint/6835/ http://umpir.ump.edu.my/id/eprint/6835/ http://umpir.ump.edu.my/id/eprint/6835/1/Network_Topology_of_Foreign_Exchange_Rate.pdf

id	ump-6835
recordtype	eprints
spelling	ump-68352016-06-21T03:00:31Z http://umpir.ump.edu.my/id/eprint/6835/ Network Topology of Foreign Exchange Rate Shamshuritawati, Sharif Nur Syahidah, Yusoff Maman Abdurachman, Djauhari HD Industries. Land use. Labor 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. Canadian Center of Science and Education 2012 Article PeerReviewed application/pdf en http://umpir.ump.edu.my/id/eprint/6835/1/Network_Topology_of_Foreign_Exchange_Rate.pdf Shamshuritawati, Sharif and Nur Syahidah, Yusoff and Maman Abdurachman, Djauhari (2012) Network Topology of Foreign Exchange Rate. Modern Applied Science, 6 (11). pp. 36-43. ISSN 1913-1852 http://www.ccsenet.org/journal/index.php/mas/article/view/21023/14089 10.5539/mas.v6n11p35
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Malaysia Pahang
building	UMP Institutional Repository
collection	Online Access
language	English
topic	HD Industries. Land use. Labor
spellingShingle	HD Industries. Land use. Labor Shamshuritawati, Sharif Nur Syahidah, Yusoff Maman Abdurachman, Djauhari Network Topology of Foreign Exchange Rate
description	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.
format	Article
author	Shamshuritawati, Sharif Nur Syahidah, Yusoff Maman Abdurachman, Djauhari
author_facet	Shamshuritawati, Sharif Nur Syahidah, Yusoff Maman Abdurachman, Djauhari
author_sort	Shamshuritawati, Sharif
title	Network Topology of Foreign Exchange Rate
title_short	Network Topology of Foreign Exchange Rate
title_full	Network Topology of Foreign Exchange Rate
title_fullStr	Network Topology of Foreign Exchange Rate
title_full_unstemmed	Network Topology of Foreign Exchange Rate
title_sort	network topology of foreign exchange rate
publisher	Canadian Center of Science and Education
publishDate	2012
url	http://umpir.ump.edu.my/id/eprint/6835/ http://umpir.ump.edu.my/id/eprint/6835/ http://umpir.ump.edu.my/id/eprint/6835/ http://umpir.ump.edu.my/id/eprint/6835/1/Network_Topology_of_Foreign_Exchange_Rate.pdf
first_indexed	2023-09-18T22:02:58Z
last_indexed	2023-09-18T22:02:58Z
_version_	1777414520882331648

Network Topology of Foreign Exchange Rate

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