Survivability and centrality measures for networks of financial market indices

Details Survivability and centrality measures for networks of financial market indices Survivability and centrality measures for networks of financial market indices

2012-01-21

arxiv.org/abs/1201.4490v1

Economy

Quantitative Finance

Statistical Finance

Scientific paper

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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