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An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees

  • Published:2008-11 Issue:25 Volume:387 Page:6319-6329
  • ISSN:0378-4371
  • Container-title:Physica A: Statistical Mechanics and its Applications
  • language:en
  • Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Gilmore Claire G.,Lucey Brian M.,Boscia Marian

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference21 articles.

1. K. Adam, T. Joppelli, A. Menchini, M. Padula, M. Pagano, Dept. of Economics and Statistics, University of Salerno, 2002

2. L. Baele, A. Ferrando, P. Hordhal, E. Krylova, C. Monet, ECB Occasional Paper Series, 14, 2004

3. Financial markets and growth

4. International equity market integration: Theory, evidence and implications

5. Hierarchical structure in financial markets

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