Connections between Frontier Markets

Eliza-Olivia Lungu ()
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Eliza-Olivia Lungu: National Research Institute for Labour and Social Protection

Romanian Economic Journal, 2013, vol. 16, issue 48, 121-140

Abstract: The global financial system presents a high degree of connectivity and the network theory provides the natural framework for visualizing the structure of it connections. I analyse the financial links established between the frontier markets and how these links evolve over a 10 years period (2001 - 2011). I identify patterns in the network looking both at the node specific statistics (degree, strength and clustering coefficient) and at the aggregated network statistics (network density and network asymmetry index).

Keywords: Financial Network; Econophysics; Weighted directed network (search for similar items in EconPapers)
JEL-codes: G01 G15 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:rej:journl:v:16:y:2013:i:47:p:121-140

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