Network analysis of exchange data: Interdependence drives crisis contagion
Year of publication: |
2008-03-12
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Authors: | Matesanz, David ; Ortega, Guillermo J. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | econophysics | linear co-movements | phase synchronous co-movements | MST | interdependence and contagion |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | F40 - Macroeconomic Aspects of International Trade and Finance. General ; C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data ; F31 - Foreign Exchange |
Source: |
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Schmitz, Martin, (2024)
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Schmitz, Martin, (2024)
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Cross-country hierarchical structure and currency crisis
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Matesanz Gómez, David, (2010)
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