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Analyzing Dynamic Connectedness in Korean Housing Markets
Emerging Markets Finance and Trade, 2019This study investigates regional housing market connectedness among the 16 first-tier administrative divisions in Korea and 25 districts in Seoul, the capital city.
So Jung Hwang, Hyunduk Suh
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Measuring the dynamics of COMESA output connectedness with the global economy
The Journal of Economic Asymmetries, 2020Abstract: The Common Market for Eastern and Southern Africa (COMESA) is one of the largest economic and trading regional communities in Africa. The recent global headwinds experience by the region in 2016 has been attributed to both idiosyncratic and external conditions.
Jonathan E. Ogbuabor +3 more
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Connectedness preserving distributed coordination control over dynamic graphs
Proceedings of the 2005, American Control Conference, 2005., 2005This paper presents a solution to the limited information rendezvous problem over dynamic interaction graphs. In particular, we show how we, by adding appropriate weights to the edges in the graphs, can guarantee that the graph stays connected. In previous work on graph-based coordination, connectedness have been assumed, and this paper thus shows how ...
Meng Ji, Magnus Egerstedt
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Dynamic connectedness measures via MIDAS SVAR
International Journal of Banking, Accounting and Finance, 2023Andrianos E. Tsekrekos +1 more
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Dynamic Connectedness in Emerging Asian Equity Markets
2018Abstract This chapter examines dynamic connectedness among emerging Asian equity markets as well as explores their linkages vis-a-vis other major global markets. We find that international equity markets are tightly integrated. Measuring connectedness based on a generalized Vector Autoregressive (VAR) model, more than half of all total forecast error ...
Pym Manopimoke +2 more
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Image segmentation based on fuzzy connectedness using dynamic weights
IEEE Transactions on Image Processing, 2006Traditional segmentation techniques do not quite meet the challenges posed by inherently fuzzy medical images. Image segmentation based on fuzzy connectedness addresses this problem by attempting to capture both closeness, based on characteristic intensity, and "hanging togetherness," based on intensity homogeneity, of image elements to the target ...
Amol Pednekar, Ioannis A. Kakadiaris
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Lindbladian Dynamics Generates Inter-system Connectedness in Psychological Phenomena
Open Systems & Information DynamicsExploring a general stratagem for the way that Nature operates, one finds that in a variety of phenomena of one’s experience these come into existence (only) thanks to the special way that two disparate systems, being parts of an open system, are coupled together. This connectedness is shown here to come about through a Lindbladian operator, such that
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Essays on memory and dynamics of connectedness in bitcoin markets [PDF]
This thesis sheds new light on the exogenous and endogenous determinants of volatility in Bitcoin prices across many major countries around the globe. Different empirical strategies are proposed to investigate and understand the complex behaviour of volatility, its movements and significant persistence.
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