Investigating the Evolution of Linkage Dynamics among Equity Markets Using Network Models and Measures: The Case of Asian Equity Market Integration

Investigating the Evolution of Linkage Dynamics among Equity Markets Using Network Models and Measures: The Case of Asian Equity Market Integration

The state of cross-market linkage structures and its stability over varying time-periods play a key role in the performance of international diversified portfolios. There has been an increasing interest of global investors in emerging capital markets in the Asian region. In this setting, an investig...

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Bibliographic Details
Main Authors: Biplab Bhattacharjee, Muhammad Shafi, Animesh Acharjee
Format: Article
Language:English
Published: MDPI AG 2017-12-01
Series:Data
Subjects:
weighted network
centrality measures
influence strength
disparity
threshold filtering
Online Access:https://www.mdpi.com/2306-5729/2/4/41

Internet

https://www.mdpi.com/2306-5729/2/4/41

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