Global financial markets: Factors influencing the global financial markets

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...

The Volatility Structure of Global Financial Markets: a Comparative Analysis

The study is basically an extension of the k-day Vol ratio analysis on Nifty Index, proposed by Viswanathan and Maheswaran (2016). It examines the impact of the global financial crisis of 2008 on the structure of volatility of global indices (S&P500, FTSE100 and DAX). The global indices did not experience a significant change in volatility structure. On comparison, the behavior of volatility of...

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

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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...