Comparing the collective behavior of banking industry in emerging markets versus mature ones by random matrix approach
One of the essential features of capital markets as an adaptive complex network is their collective behavior. In this paper, we have analyzed the collective behavior of banking sectors of four stock markets, which are composed of emerging and mature ones. By plotting the dendrograms and heat maps of...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2022-09-01
|
| Series: | Frontiers in Physics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fphy.2022.896303/full |