Cross-country hierarchical structure and currency crises
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...
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| Autores principales: | Ortega, G.J., Matesanz, D. |
|---|---|
| Formato: | JOUR |
| Materias: | |
| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_01291831_v17_n3_p333_Ortega |
| Aporte de: |
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