The concept of a minimum spanning tree is used to study the process of market integration for a large group of national stock market indices. We show how the asset tree evolves over time and describe the dynamics of its normalized length, mean occupation layer, and single-and multiple-step linkage s
The evolution of debt and equity markets in economic development
β Scribed by John H. Boyd; Bruce D. Smith
- Publisher
- Springer
- Year
- 1998
- Tongue
- English
- Weight
- 531 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0938-2259
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