Detecting capital market convergence clubs

DOI10.1515/snde-2016-0062OpenAlexW2624915418MaRDI QIDQ2691710

Thanasis Stengos, Fuat C. Beylunioglu, M. Ege Yazgan

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0062

zbMATH Keywords

convergence clubsmaximal clique algorithmstock market convergence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• Algorithm 457

Cites Work

• A pair-wise approach to testing for output and growth convergence
• Assessing European stock markets (co)integration
• Listing All Maximal Cliques in Sparse Graphs in Near-Optimal Time
• Some tests for parameter constancy in cointegrated VAR‐models
• TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY”
• Transition Modeling and Econometric Convergence Tests
• Algorithm 457: finding all cliques of an undirected graph

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