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

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.

SUBMITTER: Trevino Aguilar E 

PROVIDER: S-EPMC7595317 | biostudies-literature | 2020

REPOSITORIES: biostudies-literature