Survivability and centrality measures for networks of financial market indices

2012/01/21 by Leonidas Sandoval Junior, Junior, Leonidas Sandoval
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Statistical Finance (q-fin.ST) #q-fin.ST

paper · pdf · doi:10.48550/arxiv.1201.4490

arxiv created 2012/01/21 · openalex publication_date 2012/01/21 · arxiv updated 2012/01/24 · openalex created_date 2021/02/01 · openalex updated_date 2026/07/28

Abstract

Using data from 92 indices of stock exchanges worldwide, I analize the cluster formation and evolution from 2007 to 2010, which includes the Subprime Mortgage Crisis of 2008, using asset graphs based on distance thresholds. I also study the survivability of connections and of clusters through time and the influence of noise in centrality measures applied to the networks of financial indices.

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