The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war

We investigate the topology of sectoral returns in the US stock market using minimum spanning tree (MST) analysis. We examine four distinct time periods: the full period, the Global Financial Crisis (GFC), the COVID-19 pandemic, and the Russia-Ukraine war period. By comparing the static results acro...

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Detalles Bibliográficos
Autor principal: Choi, Sun-Yong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10558992/
https://www.ncbi.nlm.nih.gov/pubmed/37809919
http://dx.doi.org/10.1016/j.heliyon.2023.e19726

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10558992/
https://www.ncbi.nlm.nih.gov/pubmed/37809919
http://dx.doi.org/10.1016/j.heliyon.2023.e19726

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