A network visualization approach and global stock market integration

This paper applies a visualized network approach to analyse the degree of integration or comovement among global equity markets. We utilize daily prices of stock market indices of 57 countries from January 1997 to August 2012 to establish both a minimum spanning tree network and graph network. We ex...

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Veröffentlicht in:	International journal of finance and economics 2018-07, Vol.23 (3), p.296-314
Hauptverfasser:	Tong, Chen, Chen, Jing, Buckle, Mike J.
Format:	Artikel
Sprache:	eng
Schlagworte:	integration network Securities markets stock market
Online-Zugang:	Volltext
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