Topological properties of stock market networks: The case of Brazil

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 16, 2010, Pages 3240-3249

  Tabak, Benjamin M ^a,b   Serra, Thiago R ^c   Cajueiro, Daniel O ^c,d  

^a BANCO CENTRAL DO BRASIL   (Brazil)

^b UNIVERSIDADE CATÓLICA DE BRASÍLIA   (Brazil)

^c UNIVERSITY OF BRASILIA   (Brazil)

^d National Institute of Science and Technology for Complex Systems   (Brazil)

Author keywords

Econophysics; Emerging markets; Minimal spanning tree; Stock market network

Indexed keywords

COMMERCE; COMPLEX NETWORKS; FINANCIAL MARKETS;

CORRELATION MATRIX; DYNAMIC APPROACHES; ECONOPHYSICSS; EMERGING MARKETS; MINIMAL SPANNING TREE; MINIMUM SPANNING TREES; NETWORK MEASURES; TOPOLOGICAL PROPERTIES;

TOPOLOGY;

EID: 77953130933     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.04.002     Document Type: Article

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