A Network of two Markets, Correlations for Stocks in the S&P500 Index and Stocks Traded in the BMV
Our goal is to study how stocks from Mexico and United States are interconnected. We apply a novel method based on a graphical model. We estimate partial correlations for every year of the period 2000-2020. Our results based on partial correlation matrices show a systematic level of inter-connectivi...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Instituto Mexicano de Ejecutivos de Finanzas
2023-06-01
|
| Series: | Revista Mexicana de Economía y Finanzas Nueva Época REMEF |
| Subjects: | |
| Online Access: | https://www.remef.org.mx/index.php/remef/article/view/731 |