Dynamic Communities in FX Market During 2007-2008 Credit Crisis
- Autores
- Daniel J. Fenn, Mason A. Porter, Mark McDonald, Stacy Williams, Neil F. Johnson, Nick S. Jones
- Año
- 2009
- Publicación
- arXiv
- Categoría
- FX Market Topology
- Dominios
- routing
- Notas
- Sliding-window community detection on FX; communities restructure through crisis; numeraire matters