Dynamic Communities in FX Market During 2007-2008 Credit Crisis
- Authors
- Daniel J. Fenn, Mason A. Porter, Mark McDonald, Stacy Williams, Neil F. Johnson, Nick S. Jones
- Year
- 2009
- Venue
- arXiv
- Category
- FX Market Topology
- Domains
- routing
- Notes
- Sliding-window community detection on FX; communities restructure through crisis; numeraire matters