Dynamic Properties of Foreign Exchange Complex Network

The foreign exchange (FX) market, one of the important components of the financial market, is a typical complex system. In this paper, by resorting to the complex network method, we use the daily closing prices of 41 FX markets to build the dynamical networks and their minimum spanning tree (MST) ma...

Full description

Bibliographic Details
Main Authors: Xin Yang, Shigang Wen, Zhifeng Liu, Cai Li, Chuangxia Huang
Format: Article
Language:English
Published: MDPI AG 2019-09-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/7/9/832