Network structure of cross-correlations among the world market indices

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 17, 2009, Pages 3551-3562

  Eryiǧit, Mehmet ^a   Eryiǧit, Resul ^a  

^a ABANT IZZET BAYSAL UNIVERSITY   (Turkey)

Author keywords

Financial cross correlations; Minimum spanning tree; Planar maximally filtered graph; World financial markets

Indexed keywords

FINANCIAL MARKETS; GEOGRAPHICAL REGIONS; GRAPH ALGORITHMS; INTERNATIONAL TRADE;

CROSS CORRELATIONS; EUROPEAN MARKETS; GRAPH CENTRALITIES; MINIMUM SPANNING TREES; NETWORK STRUCTURES; PLANAR MAXIMALLY FILTERED GRAPH; STOCK MARKET INDEX; STRONGLY CONNECTED;

TREES (MATHEMATICS);

EID: 67349148946     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.04.028     Document Type: Article

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