Caracterización y modelado de redes: el caso de la Bolsa Mexicana de Valores

Linda Margarita Medina Herrera () and José Benito Díaz Hernández ()
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Linda Margarita Medina Herrera: Tecnológico de Monterrey
José Benito Díaz Hernández: Tecnológico de Monterrey

Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), 2011, vol. 5, issue 1, 23-32

Abstract: We review the main tools which allow for statistical and topological characterization of financial networks. We present a case study in the Mexican stock market (Bolsa Mexicana de Valores) displaying dynamic trees over a period of 10 years and analyzes the significant changes that have made the movements of the stock, impacting the length, center of mass and clusters (economic sectors). The construction and telecommunications sectors are the most important within the network

Keywords: redes financieras; árboles dinámicos; portafolio; conglomerados (search for similar items in EconPapers)
JEL-codes: E44 G13 (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:ega:rafega:201102

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