Artículo
Ortega, G.J.; Matesanz, D. "Cross-country hierarchical structure and currency crises" (2006) International Journal of Modern Physics C. 17(3):333-341
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Abstract:
Using data from a sample of 28 representatives countries, we propose a classification of currency crises consequences based on the ultrametric analysis of the real exchange rate movements time series, without any further assumption. By using the matrix of synchronous linear correlation coefficients and the appropriate metric distance between pairs of countries, we were able to construct a hierarchical tree of countries. This economic taxonomy provides relevant information regarding liaisons between countries and a meaningful insight about the contagion phenomenon. © World Scientific Publishing Company.
Registro:
| Documento: | Artículo |
| Título: | Cross-country hierarchical structure and currency crises |
| Autor: | Ortega, G.J.; Matesanz, D. |
| Filiación: | Department of Physics, Universidad de Buenos Aires and CONICET, Ciudad Universitaria, Pabellón I, 1428, Buenos Aires, Argentina Department of Applied Economics, Universidad de Oviedo, Avda. Cristo s/n, 33006, Oviedo, Spain |
| Palabras clave: | Econophysics; MST; Real exchange rate |
| Año: | 2006 |
| Volumen: | 17 |
| Número: | 3 |
| Página de inicio: | 333 |
| Página de fin: | 341 |
| DOI: | http://dx.doi.org/10.1142/S012918310600856X |
| Título revista: | International Journal of Modern Physics C |
| Título revista abreviado: | Int. J. Mod. Phys. C |
| ISSN: | 01291831 |
| Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01291831_v17_n3_p333_Ortega |
Referencias:
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Citas:
---------- APA ----------
Ortega, G.J. & Matesanz, D. (2006) . Cross-country hierarchical structure and currency crises. International Journal of Modern Physics C, 17(3), 333-341.http://dx.doi.org/10.1142/S012918310600856X
---------- CHICAGO ----------
Ortega, G.J., Matesanz, D. "Cross-country hierarchical structure and currency crises" . International Journal of Modern Physics C 17, no. 3 (2006) : 333-341.http://dx.doi.org/10.1142/S012918310600856X
---------- MLA ----------
Ortega, G.J., Matesanz, D. "Cross-country hierarchical structure and currency crises" . International Journal of Modern Physics C, vol. 17, no. 3, 2006, pp. 333-341.http://dx.doi.org/10.1142/S012918310600856X
---------- VANCOUVER ----------
Ortega, G.J., Matesanz, D. Cross-country hierarchical structure and currency crises. Int. J. Mod. Phys. C. 2006;17(3):333-341.http://dx.doi.org/10.1142/S012918310600856X
