Tesi di laurea magistrale
Complex network analysis: a multiperspective approach to the International Financial Network
ECONOMIA E MANAGEMENT
Corso di studi
relatore Prof. Fagiolo, Giorgio
- Network analysis
- financial network
- financial crisis
Data inizio appello
Data di rilascio
This work acts in accordance with the recent developments in empirical research adapting complex network analysis concepts to economics. It aims to propose a modern approach to the study of bilateral financial relationships between countries at a global level, and makes use of topology instruments in order to extrapolate significant results starting from a dataset collected through years by the IMF (Coordinated Portfolio Investment Survey). In what follows we try to outline the topological properties and the structure of portfolio investments system from a network perspective; moreover we're going to establish (as far as possible) whether 2008 financial crisis has somewhat influenced such structure. The analysis is going to delineate a core-periphery structured network while 2008 events result in significant modifications over the system topology.
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