A centrality measure in currency exchange rate

We propose the average of weights of all links adjacent to each currency as a centrality measure. This measure, together with the existing centrality measures will be helpful in interpreting the network topology of currencies. A case study will be presented and discussed to illustrate the advantage...

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Bibliographic Details
Main Authors: Sharif, Shamshuritawati, Djauhari, Maman A.
Format: Conference or Workshop Item
Language:English
Published: 2011
Subjects:
Online Access:http://repo.uum.edu.my/21566/1/SKSM%2019%202011%201%205.pdf
http://repo.uum.edu.my/21566/
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Summary:We propose the average of weights of all links adjacent to each currency as a centrality measure. This measure, together with the existing centrality measures will be helpful in interpreting the network topology of currencies. A case study will be presented and discussed to illustrate the advantage of the proposed measure.