Keskin, Mustafa; Deviren, Bayram; Kocakaplan, Yusuf - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 4, pp. 719-730
We studied the topology of correlation networks among 34 major currencies using the concept of a minimal spanning tree and hierarchical tree for the full years of 2007–2008 when major economic turbulence occurred. We used the USD (US Dollar) and the TL (Turkish Lira) as numeraires in which the...