Browsing by Author "Tabak, Benjamin M."
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Not all emerging markets are the same: A classification approach with correlation based networks
Sensoy, Ahmet; Ozturk, Keyser; Hacihasanoglu, Erk; Tabak, Benjamin M. (ELSEVIER SCIENCE INCSTE 800, 230 PARK AVE, NEW YORK, NY 10169, 2017)Using dynamic conditional correlations and network theory, this study brings a novel interdisciplinary framework to define the integration and segmentation of emerging countries. The individual EMBI+ spreads of 13 emerging ...