Equity markets' clustering and the global financial crisis

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dc.coverage.sucursalBogotáspa
dc.creatorLeón-Rincón, Carlos Eduardo
dc.creatorKim, Geun-Young
dc.creatorMartínez-Ventura, Ana Constanza
dc.creatorLee, Daeyup
dc.creator.firmaCarlos León
dc.creator.firmaConstanza Martínez
dc.date.accessioned2016-04-11T08:30:10Zeng
dc.date.available2016-04-11T08:30:10Zspa
dc.date.created2016-04-11spa
dc.date.issued2016-04-11eng
dc.description.abstractThe 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 examinationeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6248spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6248spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.937spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 937spa
dc.relation.numberBorrador 937spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/937.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas 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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:937spa
dc.subject.jelC38 - Classification Methods; Cluster Analysis; Principal Components; Factor Analysiseng
dc.subject.jelL22 - Firm Organization and Market Structureeng
dc.subject.jelG15 - International Financial Marketseng
dc.subject.jelspaG15 - Mercados financieros internacionalesspa
dc.subject.jelspaL22 - Organización de la empresa y estructura de mercadospa
dc.subject.jelspaC38 - Métodos de clasificación; Análisis cluster; Análisis de componentes principales; Análisis factorialspa
dc.subject.keywordClusteringeng
dc.subject.keywordUnsupervised learningeng
dc.subject.keywordStock marketeng
dc.subject.keywordConnectednesseng
dc.subject.lembMercado de capitalesspa
dc.subject.lembClusterización (Economía)spa
dc.titleEquity markets' clustering and the global financial crisiseng
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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