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