Jang, Wooseok; Lee, Junghoon; Chang, Woojin - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 4, pp. 707-718
We examined the time series properties of the foreign exchange market for 1990–2008 in relation to the history of the currency crises using the minimum spanning tree (MST) approach and made several meaningful observations about the MST of currencies. First, around currency crises, the mean...