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Correlation matrix 1 Cross entropy 1 Cross sample entropy 1 Exchange rate synchronization 1 Random matrix theory 1
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Feng, Xiaobing 1 Hu, Haibo 1 Wang, Xiaofan 1
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Physica A: Statistical Mechanics and its Applications 1
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The evolutionary synchronization of the exchange rate system in ASEAN+6
Feng, Xiaobing; Hu, Haibo; Wang, Xiaofan - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 24, pp. 5785-5793
Although there are extensive researches on the behavior of the world currency network, the complexity of the Asian regional currency system is not well understood regardless of its importance. Using daily exchange rates this paper examines exchange rate co-movements in the region before and...
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