A Network of two Markets, Correlations for Stocks in the S&P500 Index and Stocks Traded in the BMV
Our goal is to study how stocks from Mexico and United States are interconnected. We apply a novel method based on a graphical model. We estimate partial correlations for every year of the period 2000-2020. Our results based on partial correlation matrices show a systematic level of inter-connectivi...
Na minha lista:
| Publicado no: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
|---|---|
| Principais autores: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2023
|
| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=423780695006 https://www.redalyc.org/journal/4237/423780695006/ https://www.redalyc.org/journal/4237/423780695006/html/ https://www.redalyc.org/journal/4237/423780695006/423780695006.epub https://www.redalyc.org/journal/4237/423780695006/movil |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|