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arXiv · 1201.4490

Survivability and centrality measures for networks of financial market indices

Leonidas Sandoval Junior
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Abstract

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.

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Leonidas Sandoval Junior. 2012-01-21. Survivability and centrality measures for networks of financial market indices. https://arxiv.org/abs/1201.4490

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