Networks of causal relationships in the U.S. stock market
We consider a network-based framework for studying causal relationships in financial markets and demonstrate this approach by applying it to the entire U.S. stock market. Directed networks (referred to as “causal market graphs”) are constructed based on publicly available stock prices time series da...
| Main Authors: | , , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2022-06-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2022-0110 |