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: | , , |
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| Format: | Article |
| Sprog: | English |
| Udgivet: |
Instituto Mexicano de Ejecutivos de Finanzas
2023-06-01
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| Serier: | Revista Mexicana de Economía y Finanzas Nueva Época REMEF |
| Fag: | |
| Online adgang: | https://www.remef.org.mx/index.php/remef/article/view/731 |