English

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

Trading and Market Microstructure 2020-04-15 v1 Statistical Finance

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

Keywords

Cite

@article{arxiv.2004.06676,
  title  = {The interdependency structure in the Mexican stock exchange: A network approach},
  author = {Erick Treviño Aguilar},
  journal= {arXiv preprint arXiv:2004.06676},
  year   = {2020}
}
R2 v1 2026-06-23T14:51:12.192Z