Community Analysis of Global Financial Markets

Community Analysis of Global Financial Markets

We analyze the daily returns of stock market indices and currencies of 56 countries over the period of 2002–2012. We build a network model consisting of two layers, one being the stock market indices and the other the foreign exchange markets. Synchronous and lagged correlations are used as measures...

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Bibliographic Details
Main Authors: Irena Vodenska, Alexander P. Becker, Di Zhou, Dror Y. Kenett, H. Eugene Stanley, Shlomo Havlin
Format: Article
Language:English
Published: MDPI AG 2016-05-01
Series:Risks
Subjects:
community structure
complex networks
financial markets
Online Access:http://www.mdpi.com/2227-9091/4/2/13

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