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

DOI10.1016/J.PHYSA.2013.10.031zbMATH Open1402.91511OpenAlexW1990107295MaRDI QIDQ1782571FDOQ1782571

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

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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

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

Cited In (1)

• Global business cycles: convergence or decoupling?

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