Connections between Frontier Markets

The global financial system presents a high degree of connectivity and the network theory provides the natural framework for visualizing the structure of it connections. I analyse the financial links established between the frontier markets and how these links evolve over a 10 years period (2001 - 2011). I identify patterns in the network looking both at the node specific statistics (degree, strength and clustering coefficient) and at the aggregated network statistics (network density and network asymmetry index).