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摘要翻译：
世界货币网络构成了当代文明最复杂的结构之一。在量化其特征的方法上，我们研究了1998年12月-2005年5月期间60种货币的每日外汇汇率变化的交叉相关性。这样的动力学结果主要涉及到相关矩阵的一个突出的特征值。然而，这个特征值的大小关键取决于其余货币使用哪种货币作为基础货币。最突出的是，它是从外围货币的角度来看的。当使用更重要的货币作为参考时，这个最大的特征值被视为系统地减小，因此相关性的结构变得更加异质性。这方面的一个极端情况是所考虑期间的美元。除了进一步深入了解复杂性的微妙本质之外，这些观察还指出了一个正式的程序，通常可以用于测量不同时间范围内相对货币重要性的实际目的。
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英文标题：
《World currency exchange rate cross-correlations》
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作者：
S. Drozdz, A.Z. Gorski, J. Kwapien
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最新提交年份：
2007
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we study the cross correlations in changes of the daily foreign exchange rates within the basket of 60 currencies in the period December 1998 -- May 2005. Such a dynamics turns out to predominantly involve one outstanding eigenvalue of the correlation matrix. The magnitude of this eigenvalue depends however crucially on which currency is used as a base currency for the remaining ones. Most prominent it looks from the perspective of a peripheral currency. This largest eigenvalue is seen to systematically decrease and thus the structure of correlations becomes more heterogeneous, when more significant currencies are used as reference. An extreme case in this later respect is the USD in the period considered. Besides providing further insight into subtle nature of complexity, these observations point to a formal procedure that in general can be used for practical purposes of measuring the relative currencies significance on various time horizons.
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PDF链接：
https://arxiv.org/pdf/0708.4347
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