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

Erick Trevi\~no Aguilar

Papers from arXiv.org

Abstract: Our goal in this paper is to study and characterize the interdependency structure of the Mexican Stock Exchange (mainly stocks from BMV) in the period 2000-2019 and provide visualizations which in a one shot provide a big-picture panorama. To this end, we estimate correlation/concentration matrices from different models and then compute metrics from network theory including eigencentralities and network modularity

Date: 2020-04
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2004.06676

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