Applied economics and econometrics, International money and finance, Transition and European integration, Corporate performance and governance, Nonlinear procedures
This project focuses on the construction of complex networks of financial markets’ linkages
around the world. First, several measures of associations will be considered, describing
different aspects of market relationships. Second, suitable subgraphs will be identified, in order to create a suitable network representation capturing main dependencies between markets.
This project extensively examines the effect of financial sector development and financial risks on both long-term economic growth as well as short-term economic fluctuations during the current financial crisis.