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Statistical properties of world investment networks

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  • Song, Dong-Ming
  • Jiang, Zhi-Qiang
  • Zhou, Wei-Xing

Abstract

We have performed a detailed investigation on the world investment networks constructed from the Coordinated Portfolio Investment Survey (CPIS) data of the International Monetary Fund, ranging from 2001 to 2006. The distributions of degrees and node strengths are scale-free. The weight distributions can be well modeled by the Weibull distribution. The maximum flow spanning trees of the world investment networks possess two universal allometric scaling relations, independent of time and the investment type. The topological scaling exponent is 1.17±0.02 and the flow scaling exponent is 1.03±0.01.

Suggested Citation

  • Song, Dong-Ming & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2009. "Statistical properties of world investment networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(12), pages 2450-2460.
  • Handle: RePEc:eee:phsmap:v:388:y:2009:i:12:p:2450-2460
    DOI: 10.1016/j.physa.2009.03.004
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