A Network-Based Approach to Study Returns Synchronization of Stocks: The Case of Global Equity Markets
The synchronization in financial markets has increased during the rise of global markets. Nevertheless, global shocks provoke high levels of returns synchronization that jeopardize market stability. Using correlation-based networks, regressions, and VAR models, we measure and estimate the effect of...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Hindawi-Wiley
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/85af32dbd6374fa0b50bb1d7a01d759f |
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