Network of Asian economies.

• Main Author: Kok, Jun Liang.
• Other Authors: Cheong Siew Ann
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Science::Mathematics::Applied mathematics
• Online Access: http://hdl.handle.net/10356/42751
• Institution: Nanyang Technological University

In this project, we perform a minimum spanning tree analysis of 24 Asian countries stock index time series, with the aim to understand the causal dynamics between Asian countries. From the temporal distribution of clustered segments, we found that developing economies generally have higher volatilit...