Asia-Pacific currencies structure aftermath Tohoku earthquake
This study investigates the aftermath of Tohoku earthquake to the structure of Asia-Pacific currencies.The M statistic and Minimum Spanning Tree (MST) are employed to study the stability of the covariance currencies structure and its causes, respectively.To filter the information from MST, we use a...
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Main Authors: | Atiany, Tareq A.M., Sharif, Shamshuritawati |
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Format: | Article |
Language: | English |
Published: |
MAXWELL Science Publication
2015
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Subjects: | |
Online Access: | http://repo.uum.edu.my/21563/1/RJAEST%2011%202%202015%20%20215-220.pdf http://repo.uum.edu.my/21563/ http://www.airitilibrary.com/Publication/alDetailedMesh?docid=20407467-201509-201512090023-201512090023-215-220 |
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