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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier
2023
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| 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 |