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The evolution of interdependence in world equity markets—Evidence from minimum spanning trees
13 references·16 citing·36 second hop
The evolution of interdependence in world equity markets—Evidence from minimum spanning trees (2006)The evolution of interdependence in world…Networks of equities in financial markets (2004)Networks of equities in finan…International equity market integration: Theory, evidence and implications (2004)International equity market i…Topology of correlation-based minimal spanning trees in real and model markets (2003)Topology of correlation-based…Dynamics of market correlations: Taxonomy and portfolio analysis (2003)Dynamics of market correlatio…Dynamic asset trees and Black Monday (2003)Dynamic asset trees and Black…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Dynamic asset trees and portfolio analysis (2002)Dynamic asset trees and portf…Dating the integration of world equity markets (2002)Dating the integration of wor…Long-Term Global Market Correlations (2001)Long-Term Global Market Corre…High-frequency cross-correlation in a set of stocks (2001)High-frequency cross-correlat…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…Financial Market Contagion in the Asian Crisis (1998)Financial Market Contagion in…Comovement of International Equity Markets: A Taxonomic Approach (1976)Comovement of International E…A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (2021)A Review of Two Decades of Co…Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak (2020)Network analysis of global st…Quantile coherency networks of international stock markets (2019)Quantile coherency networks o…Future directions in international financial integration research - A crowdsourced perspective (2017)Future directions in internat…Multiscale correlation networks analysis of the US stock market: a wavelet analysis (2016)Multiscale correlation networ…Dependency Relations among International Stock Market Indices (2015)Dependency Relations among In…Correlation structure and dynamics of international real estate securities markets: A network perspective (2015)Correlation structure and dyn…Networks in financial markets based on the mutual information rate (2014)Networks in financial markets…Evolution of the world crude oil market integration: A graph theory analysis (2014)Evolution of the world crude …Econophysics and Physical Economics (2013)Econophysics and Physical Eco…Correlation and network analysis of global financial indices (2012)Correlation and network analy…Topology of the correlation networks among major currencies using hierarchical structure methods (2010)Topology of the correlation n…Topological properties of stock market networks: The case of Brazil (2010)Topological properties of sto…Currency crises and the evolution of foreign exchange market: Evidence from minimum spanning tree (2010)Currency crises and the evolu…Network structure of cross-correlations among the world market indices (2009)Network structure of cross-co…An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees (2008)An ever-closer union? 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this work references cited by second hop

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 2001Long-Term Global Market Correlations783 cited
  • 2003Dynamics of market correlations: Taxonomy and portfolio analysis767 cited
  • 2002Dating the integration of world equity markets561 cited
  • 2003Topology of correlation-based minimal spanning trees in real and model markets453 cited
  • 2004Networks of equities in financial markets403 cited
  • 2003Dynamic asset trees and Black Monday304 cited
  • 2004International equity market integration: Theory, evidence and implications252 cited
  • 2001High-frequency cross-correlation in a set of stocks243 cited
  • 1976Comovement of International Equity Markets: A Taxonomic Approach208 cited
  • 1998Financial Market Contagion in the Asian Crisis202 cited
  • 2002Dynamic asset trees and portfolio analysis193 cited

Cited by

  • 2010Topological properties of stock market networks: The case of Brazil157 cited
  • 2012Correlation and network analysis of global financial indices156 cited

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2014
Networks in financial markets based on the mutual information rate
150 cited
  • 2020Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak140 cited
  • 2021A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets139 cited
  • 2014Evolution of the world crude oil market integration: A graph theory analysis138 cited
  • 2009Network structure of cross-correlations among the world market indices107 cited
  • 2010Topology of the correlation networks among major currencies using hierarchical structure methods102 cited
  • 2010Currency crises and the evolution of foreign exchange market: Evidence from minimum spanning tree102 cited
  • 2016Multiscale correlation networks analysis of the US stock market: a wavelet analysis90 cited
  • 2015Dependency Relations among International Stock Market Indices88 cited
  • 2008An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees81 cited
  • 2013Econophysics and Physical Economics76 cited
  • 2015Correlation structure and dynamics of international real estate securities markets: A network perspective70 cited
  • 2019Quantile coherency networks of international stock markets64 cited
  • 2017Future directions in international financial integration research - A crowdsourced perspective56 cited