g_forex {clustAnalytics}

Forex correlation network

Description

Network built from correlations between time series of exchange rate returns. It was built from the 13 most traded currencies and with data of January 2009. It is a complete graph of 78 vertices (corresponding to pairs of currencies) and has edge weights bounded between 0 and 1.

Usage

g_forex

Format

An igraph object with 78 vertices and 3003 weighted edges