Loss of structural balance in stock markets
Abstract We use rank correlations as distance functions to establish the interconnectivity between stock returns, building weighted signed networks for the stocks of seven European countries, the US and Japan. We establish the theoretical relationship between the level of balance in a network and st...
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| Autores principales: | , , , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Nature Portfolio
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/b71fef27284540719b761aee11e8bdb4 |
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