Advances in Ultrametric Analysis

2018 ◽  
Keyword(s):  
Ultrametric Analysis

CROSS-COUNTRY HIERARCHICAL STRUCTURE AND CURRENCY CRISES

2006 ◽  
Vol 17 (03) ◽  
pp. 333-341 ◽  
Author(s):  
GUILLERMO J. ORTEGA ◽  
DAVID MATESANZ
Keyword(s):  
Currency Crises ◽  
Correlation Coefficients ◽  
Relevant Information ◽  
Hierarchical Tree ◽  
Ultrametric Analysis ◽  
Exchange Rate Movements ◽  
The Matrix ◽  
Using Data ◽  
Metric Distance

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.

A heat equation on some adic completions of ℚ and ultrametric analysis

2017 ◽  
Vol 9 (3) ◽  
pp. 165-182 ◽  
Author(s):  
V. A. Aguilar-Arteaga ◽  
M. Cruz-López ◽  
S. Estala-Arias
Keyword(s):  
Heat Equation ◽  
Ultrametric Analysis
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