Change in hierarchy of the financial networks: A study on firms of an emerging market in Bangladesh

We investigate the hierarchical structure of Dhaka stocks' financial networks, known as an emerging market, from 2008 to 2020. To do so, we determine correlations from the returns of the firms over a one-year time window. Then, we construct a minimum spanning tree (MST) from correlations and ca...

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Veröffentlicht in:	PloS one 2024-05, Vol.19 (5), p.e0301725
Hauptverfasser:	Rakib, Mahmudul Islam, Alam, Md Jahidul, Akter, Nahid, Tuhin, Kamrul Hasan, Nobi, Ashadun
Format:	Artikel
Sprache:	eng
Schlagworte:	Bangladesh Clustering Commerce - economics COVID-19 COVID-19 - economics COVID-19 - epidemiology Crises Economic crisis Emerging markets Financial Management Forecasts and trends Globalization Graph theory Hierarchies Humans Indicators International finance Investments Investments - economics Investors Marketing - economics Models, Economic Nodes SARS-CoV-2 Securities markets Stock exchanges Stock-exchange Time series Topology Trees Volatility
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