TY  - GEN 
A1  - Leon-Rincon, Carlos Eduardo
A1  - Kim, Geun-Young
A1  - Martinez-Ventura, Ana Constanza
A1  - Lee, Daeyup
DA  - 2016/04/04
PY  - 2016
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/6248
AB  - 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...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 937
M3  - Open Access
T1  - Equity markets' clustering and the global financial crisis
KW  - C38 - Classification Methods; Cluster Analysis; Principal Components; Factor Analysis
KW  - L22 - Firm Organization and Market Structure
KW  - G15 - International Financial Markets
KW  - Clustering
KW  - Unsupervised learning
KW  - Stock market
KW  - Connectedness
KW  - Mercado de capitales
KW  - Clusterizacion (Economia)
KW  - G15 - Mercados financieros internacionales
KW  - L22 - Organizacion de la empresa y estructura de mercado
KW  - C38 - Metodos de clasificacion; Analisis cluster; Analisis de componentes principales; Analisis factorial
DO  - https://doi.org/10.32468/be.937
L1  - https://ideas.repec.org/p/bdr/borrec/937.html
ER  -