Connections between Frontier Markets

Lungu, Eliza-Olivia
Publication date: 
JEL codes: 
G01 - Financial Crises, G15 - International Financial Markets.
The global financial system presents a high degree of connectivity and the network theory provides the natural framework for visualizing the structure of it connections.I analyse the financial links established between the frontier markets and how these links evolve over a 10 years period (2001 - 2011).I identify patterns in the network looking both at the node specific statistics (degree, strength and clustering coefficient) and at the aggregated network statistics (network density and network asymmetry index).
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