The interdependency structure in the Mexican stock exchange: A network approach

Our goal in this paper is to study and characterize the interdependency structure of the Mexican Stock Exchange (mainly stocks from Bolsa Mexicana de Valores) for the period 2000-2019 which provide a one shot big-picture panorama. To this end, we estimate correlation/concentration matrices from diff...

Descripción completa

Detalles Bibliográficos
Autor principal: Treviño Aguilar, Erick
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7595317/
https://www.ncbi.nlm.nih.gov/pubmed/33119706
http://dx.doi.org/10.1371/journal.pone.0238731
Descripción
Sumario:Our goal in this paper is to study and characterize the interdependency structure of the Mexican Stock Exchange (mainly stocks from Bolsa Mexicana de Valores) for the period 2000-2019 which provide a one shot big-picture panorama. To this end, we estimate correlation/concentration matrices from different models and then compute centralities and modularity from network theory.

Ejemplares similares