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

Treviño Aguilar, Erick · PLoS One · 2020

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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.

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