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Tesi etd-06192013-102834


Thesis type
Tesi di laurea magistrale
Author
FERRUCCI, EDOARDO
email address
sickfield_rave@hotmail.it
URN
etd-06192013-102834
Title
Complex network analysis: a multiperspective approach to the International Financial Network
Struttura
ECONOMIA E MANAGEMENT
Corso di studi
SCIENZE ECONOMICHE
Commissione
relatore Prof. Fagiolo, Giorgio
Parole chiave
  • Network analysis
  • financial network
  • financial crisis
Data inizio appello
15/07/2013;
Consultabilità
parziale
Data di rilascio
15/07/2053
Riassunto analitico
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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