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

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  • Erick Treviño Aguilar

Abstract

Our goal in this paper is to study and characterize the interdependency structure of the Mexican Stock Exchange (mainly stocks from Bolsa Mexicana de Valores) for the period 2000-2019 which provide a one shot big-picture panorama. To this end, we estimate correlation/concentration matrices from different models and then compute centralities and modularity from network theory.

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  • Erick Treviño Aguilar, 2020. "The interdependency structure in the Mexican stock exchange: A network approach," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-31, October.
    • Handle: RePEc:plo:pone00:0238731
    DOI: 10.1371/journal.pone.0238731
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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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