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Mercados Financeiros Globais – Uma Análise da Interconectividade

Author

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  • Marcius Correia Lima Filho
  • Rodrigo Cesar de Castro Miranda
  • Benjamin Miranda Tabak

Abstract

This article uses the techniques of complex networks to analyze the global financial markets during the recent crisis. In particular, financial stock market shares for 46 countries are analyzed. Thus, it is possible to evaluate the interconnections between these countries. Also, it is shown that the countries that make up the PIIGS end up connecting with each other more in the post-crisis and lose some interconnectivity with the rest of the world. The methodology presented may be useful for supervision efforts of financial systems and assessment of potential paths of contagion between financial systems.

Suggested Citation

  • Marcius Correia Lima Filho & Rodrigo Cesar de Castro Miranda & Benjamin Miranda Tabak, 2013. "Mercados Financeiros Globais – Uma Análise da Interconectividade," Working Papers Series 328, Central Bank of Brazil, Research Department.
    • Handle: RePEc:bcb:wpaper:328
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    File URL: https://www.bcb.gov.br/content/publicacoes/WorkingPaperSeries/TD328.pdf
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