Dynamic Communities in FX Market During 2007-2008 Credit Crisis
- Autoren
- Daniel J. Fenn, Mason A. Porter, Mark McDonald, Stacy Williams, Neil F. Johnson, Nick S. Jones
- Jahr
- 2009
- Publikationsort
- arXiv
- Kategorie
- FX Market Topology
- Bereiche
- routing
- Anmerkungen
- Sliding-window community detection on FX; communities restructure through crisis; numeraire matters