Nobi, Ashadun; Maeng, Seong Eun; Ha, Gyeong Gyun; Lee, … - In: Physica A: Statistical Mechanics and its Applications 407 (2014) C, pp. 135-143
This study considers the effects of the 2008 global financial crisis on threshold networks of a local Korean financial … market around the time of the crisis. Prices of individual stocks belonging to KOSPI 200 (Korea Composite Stock Price Index … 200) are considered for three time periods, namely before, during, and after the crisis. Threshold networks are …