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Survivability and centrality measures for networks of financial market indices (1201.4490v1)
Published 21 Jan 2012 in q-fin.ST
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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