Borradores de Economia
Número:
937
Publicado:
Clasificación JEL:
C38, L22, G15
Palabras clave:
Clustering, Unsupervised Learning, Stock Market, Connectedness
Lo más reciente
Bernardo Romero-Torres, Gerson Javier Pérez-Valbuena, Andrés Felipe García-Suaza, Jaime Alfredo Bonet-Moron
Olga Lucia Acosta Navarro, Andrés Felipe Chitán-Caes, Ana María Iregui-Bohórquez, Ligia Alba Melo-Becerra, María Teresa Ramírez-Giraldo, Jorge Leonardo Rodríguez Arenas
Alejandro Ome, Laura Giles Álvarez, Gerson Javier Pérez-Valbuena, Cristhian Larrahondo
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