dc.creator	León-Rincón, Carlos Eduardo
dc.creator	Kim, Geun-Young
dc.creator	Martínez-Ventura, Ana Constanza
dc.creator	Lee, Daeyup
dc.date.created	2016-04-11
dc.date.issued	2016-04-11
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/6248
dc.description.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
dc.format.mimetype	PDF
dc.language.iso	spa
dc.publisher	Banco de la República
dc.relation.ispartof	Documentos de Trabajo
dc.relation.ispartofseries	Borradores de Economía
dc.relation.isversionof	Borradores de Economía; No. 937
dc.rights.accessRights	Open Access
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/
dc.title	Equity markets' clustering and the global financial crisis
dc.type	Working Paper
dc.subject.jel	C38 - Classification Methods; Cluster Analysis; Principal Components; Factor Analysis
dc.subject.jel	L22 - Firm Organization and Market Structure
dc.subject.jel	G15 - International Financial Markets
dc.subject.keyword	Clustering
dc.subject.keyword	Unsupervised learning
dc.subject.keyword	Stock market
dc.subject.keyword	Connectedness
dc.subject.lemb	Mercado de capitales
dc.subject.lemb	Clusterización (Economía)
dc.type.spa	Documentos de trabajo
dc.rights.spa	Acceso abierto
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspa	G15 - Mercados financieros internacionales
dc.subject.jelspa	L22 - Organización de la empresa y estructura de mercado
dc.subject.jelspa	C38 - Métodos de clasificación; Análisis cluster; Análisis de componentes principales; Análisis factorial
dc.type.hasversion	Published Version
dc.coverage.sucursal	Bogotá
dc.relation.doi	https://doi.org/10.32468/be.937
dc.rights.disclaimer	Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/937.html
dc.identifier.handle	https://hdl.handle.net/20.500.12134/6248
dc.creator.firma	Carlos León
dc.creator.firma	Constanza Martínez
dc.source.handleRepec	RePEc:bdr:borrec:937

Equity markets' clustering and the global financial crisis

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