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

DOI10.1016/J.PHYSA.2013.10.031MaRDI QIDQ1782571zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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

Cited in

(1)

• Global business cycles: convergence or decoupling?

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