The interdependency structure in the Mexican stock exchange: A network approach.
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ABSTRACT:
SUBMITTER: Trevino Aguilar E
PROVIDER: S-EPMC7595317 | biostudies-literature | 2020
REPOSITORIES: biostudies-literature
Publications
The interdependency structure in the Mexican stock exchange: A network approach.
PloS one 20201029 10
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. ...[more]
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