Survivability and centrality measures for networks of financial market indices
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.
Year of publication: |
2012-01
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Authors: | Junior, Leonidas Sandoval |
Institutions: | arXiv.org |
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