Financial fluctuations anchored to economic fundamentals: A mesoscopic network approach

We demonstrate the existence of an empirical linkage between nominal financial networks and the underlying economic fundamentals, across countries. We construct the nominal return correlation networks from daily data to encapsulate sector-level dynamics and infer the relative importance of the secto...

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Detalles Bibliográficos
Autores principales: Sharma, Kiran, Gopalakrishnan, Balagopal, Chakrabarti, Anindya S., Chakraborti, Anirban
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2017
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5556004/
https://www.ncbi.nlm.nih.gov/pubmed/28808273
http://dx.doi.org/10.1038/s41598-017-07758-9

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5556004/
https://www.ncbi.nlm.nih.gov/pubmed/28808273
http://dx.doi.org/10.1038/s41598-017-07758-9

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