Financial fluctuations anchored to economic fundamentals: A mesoscopic network approach
Abstract We demonstrate the existence of an empirical linkage between nominal financial networks and the underlying economic fundamentals, across countries. We construct the nominal return correlation networks from daily data to encapsulate sector-level dynamics and infer the relative importance of...
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| Autores principales: | , , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Nature Portfolio
2017
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/e6434143758346e0bf78c71718b91483 |
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