Survivability and centrality measures for networks of financial market indices

Leonidas Sandoval Junior ()

Papers from arXiv.org

Abstract: Using data from 92 indices of stock exchanges worldwide, I analize the cluster formation and evolution from 2007 to 2010, which includes the Subprime Mortgage Crisis of 2008, using asset graphs based on distance thresholds. I also study the survivability of connections and of clusters through time and the influence of noise in centrality measures applied to the networks of financial indices.

Date: 2012-01
New Economics Papers: this item is included in nep-net
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1201.4490

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