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arXiv · 2004.06676

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

Erick Treviño Aguilar
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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 BMV) in the period 2000-2019 and provide visualizations which in a one shot provide a big-picture panorama. To this end, we estimate correlation/concentration matrices from different models and then compute metrics from network theory including eigencentralities and network modularity

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Erick Treviño Aguilar. 2020-04-14. The interdependency structure in the Mexican stock exchange: A network approach. https://arxiv.org/abs/2004.06676

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