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Equity markets' clustering and the global financial crisis

Carlos Eduardo
León-Rincón
Geun-Young
Kim
Constanza
Martínez-Ventura
Daeyup
Lee
Viernes, 1 Abril 2016

The effect of the Global Financial Crisis (GFC) has been substantial across markets and countries worldwide. We examine how the GFC has changed the way equity markets group together based on the similarity of stock indices' daily returns. Our examination