@techreport{20.500.12134/6248,
author = {León-Rincón, Carlos Eduardo},
author = {Kim, Geun-Young},
author = {Martínez-Ventura, Ana Constanza},
author = {Lee, Daeyup},
year = {2016},
month = {4},
url = {https://repositorio.banrep.gov.co/handle/20.500.12134/6248},
abstract = {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},
publisher = {Banco de la República},
booktitle = {Borradores de Economía},
volume = {Borradores de Economía; No. 937},
title = {Equity markets' clustering and the global financial crisis},
keywords = {Clustering},
keywords = {Unsupervised learning},
keywords = {Stock market},
keywords = {Connectedness},
doi = {https://doi.org/10.32468/be.937},
}