Topology of the South African stock market network across the 2008 financial crisis
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DOI: 10.1016/j.physa.2015.10.108
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Citations
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"Networks of volatility spillovers among stock markets,"
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- Mbatha, Vusisizwe Moses & Alovokpinhou, Sedjro Aaron, 2022. "The structure of the South African stock market network during COVID-19 hard lockdown," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 590(C).
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Keywords
Econophysics; Financial crisis; Minimum spanning tree; South Africa; Stock market network;All these keywords.
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