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

Erick Treviño Aguilar

PLOS ONE, 2020, vol. 15, issue 10, 1-31

Abstract: 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.

Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0238731 (text/html)
https://journals.plos.org/plosone/article/file?id= ... 38731&type=printable (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0238731

DOI: 10.1371/journal.pone.0238731

Access Statistics for this article

More articles in PLOS ONE from Public Library of Science
Bibliographic data for series maintained by plosone ().