Emerging markets in the global economic network: real(ly) decoupling?

DOI10.1016/j.physa.2013.10.031zbMath1402.91511OpenAlexW1990107295MaRDI QIDQ1782571

Tiago Trancoso

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2013.10.031

zbMATH Keywords

minimum spanning treedynamic correlationsinternational business cyclesdecoupling hypothesisemergent economiesglobal economic network

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Model of community emergence in weighted social networks
• On asymptotic theory for multivariate GARCH models
• Asymptotic theory for multivariate GARCH processes.
• Degree stability of a minimum spanning tree of price return and volatility
• A fair rule in minimum cost spanning tree problems
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS
• Multivariate GARCH Models
• The Multivariate Portmanteau Statistic
• Asset Trees and Asset Graphs in Financial Markets
• A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models

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