DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Moon, Hie-Tae | - |
dc.contributor.advisor | 문희태 | - |
dc.contributor.author | Jung, Woo-Sung | - |
dc.contributor.author | 정우성 | - |
dc.date.accessioned | 2011-12-14T07:24:40Z | - |
dc.date.available | 2011-12-14T07:24:40Z | - |
dc.date.issued | 2006 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=254170&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/47390 | - |
dc.description | 학위논문(박사) - 한국과학기술원 : 물리학과, 2006.2, [ v, 45 p. ] | - |
dc.description.abstract | We establish the network structure of the Korean stock market, one of the emerging markets, with its minimum spanning tree through the correlation matrix. The globalization is progressed and the whole markets of the world including the Korean market are synchronized to a few developed markets. We focus on the effect of the globalization for the Korean market, and investigate the market network structures for the past two and half decades with the knowledge on the history of the market. Based on this analysis, it is found that the recent Korean stock market does not form the clusters of the business sectors or of the industry categories even though it forms the clusters of industry categories in 1980``s. When the MSCI (Morgan Stanley Capital International Inc.) index is exploited, we find that the clusters of the recent Korean stock market are formed. In addition, we determine the globalization effect and market integration as a function of time. This finding implicates that the recent Korean market is characteristically different from the mature markets. | eng |
dc.language | eng | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | financial market | - |
dc.subject | complex system | - |
dc.subject | Econophysics | - |
dc.subject | network | - |
dc.subject | 연결망 | - |
dc.subject | 금융시장 | - |
dc.subject | 복잡계 | - |
dc.subject | 경제물리학 | - |
dc.title | Korean market dynamics as complex systems | - |
dc.title.alternative | 복잡계 관점에서 바라본 한국 금융시장의 동역학적 특성 | - |
dc.type | Thesis(Ph.D) | - |
dc.identifier.CNRN | 254170/325007 | - |
dc.description.department | 한국과학기술원 : 물리학과, | - |
dc.identifier.uid | 020025278 | - |
dc.contributor.localauthor | Jung, Woo-Sung | - |
dc.contributor.localauthor | 정우성 | - |
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