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

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  • Erick Trevi~no Aguilar

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

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  • Erick Trevi~no Aguilar, 2020. "The interdependency structure in the Mexican stock exchange: A network approach," Papers 2004.06676, arXiv.org.
    • Handle: RePEc:arx:papers:2004.06676
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    Cited by:

    1. Erick Treviño Aguilar & Gilberto Calvillo Vives & Jeremy Heald, 2023. "A Network of two Markets, Correlations for Stocks in the S&P500 Index and Stocks Traded in the BMV," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(3), pages 1-27, Julio - S.

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