Graph theoretical representations of equity indices and their centrality measures

Luca F. Di Cerbo; Stephen Taylor

doi:10.1080/14697688.2020.1822539

Graph theoretical representations of equity indices and their centrality measures

Luca F. Di Cerbo, Stephen Taylor

MT School of Management

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

The time dependent notion of equity market centrality can uncover the influence of the pairwise and risk evolution of securities with respect to system stability.

Original language	English (US)
Pages (from-to)	523-537
Number of pages	15
Journal	Quantitative Finance
Volume	21
Issue number	4
DOIs	https://doi.org/10.1080/14697688.2020.1822539
State	Published - 2021

All Science Journal Classification (ASJC) codes

General Economics, Econometrics and Finance
Finance

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10.1080/14697688.2020.1822539

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abstract = "The time dependent notion of equity market centrality can uncover the influence of the pairwise and risk evolution of securities with respect to system stability.",

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Graph theoretical representations of equity indices and their centrality measures

Abstract

All Science Journal Classification (ASJC) codes

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