ArticlePloS one2020
The interdependency structure in the Mexican stock exchange: A network approach.
Article in PloS one, 2020. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
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Abstract
Our goal in this paper is to study and characterize the interdependency structure of the Mexican Stock Exchange (mainly stocks from Bolsa Mexicana de Valores) for the period 2000-2019 which provide a one shot big-picture panorama. To this end, we estimate correlation/concentration matrices from different models and then compute centralities and modularity from network theory.
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