Enhancing Resilience to Turbulent Global Financial Markets: An Indonesian Experience

The Global Financial Markets: An Ultra-Large-Scale Systems Perspective

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The New Challenge for Global Financial Markets

Community Analysis of Global Financial Markets

Irena Vodenska 1,2,*, Alexander P. Becker 1, Di Zhou 1, Dror Y. Kenett 1, H. Eugene Stanley 1 and Shlomo Havlin 3 1 Center for Polymer Studies and Department of Physics, Boston University, 590 Commonwealth Avenue, Boston, MA 02215, USA; [email protected] (A.P.B.); [email protected] (D.Z.); [email protected] (D.Y.K.); [email protected] (H.E.S.) 2 Administrative Sciences Department, Metropolitan Colleg...

Comments to " a Decomposition of Global Linkages in Financial Markets "

Objective of the project Measure changes in cross country asset returns correlations in the recent years of financial integration and understand their determinants Method-Let X i t and X j t be the weekly asset returns in country i and country j-Let β ijt be the contemporaneous (partial) correlation between the two asset returns in period t The correlation is partial as the authors want to cont...

A Transformation-based Nonparametric Estimator of Multivariate Densities with an Application to Global Financial Markets

We propose a probability-integral-transformation-based estimator of multivariate densities. Given a sample of random vectors, we first transform the data into their corresponding marginal distributions. We then estimate the density of the transformed data via the Exponential Series Estimator in Wu (2010). The density of the original data is then estimated as the product of the density of the tr...