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  • The paper examines changing topological characteristics of correlation-based network of European stock markets on both national and supranational levels. First, the problem of how to correctly build a representative correlation-based procedure and choose a specific filtering procedure for identifying the strongest links is addressed. Then, network structures are investigated on several datasets, for which the data of different time intervals and varying frequency are assembled. On a national level, core stem of stock markets of highly developed countries is found to be stable over time with French market playing the central role. On the supranational level, stocks are clustered based on their economic sector, rather than country’s origin. Network modeling of a stock market proves to be highly useful and powerful tool, since network formulation could give much insight and understanding on mutual dependence of stocks’ behavior by simply examining graphic representation of the market.
  • The paper examines changing topological characteristics of correlation-based network of European stock markets on both national and supranational levels. First, the problem of how to correctly build a representative correlation-based procedure and choose a specific filtering procedure for identifying the strongest links is addressed. Then, network structures are investigated on several datasets, for which the data of different time intervals and varying frequency are assembled. On a national level, core stem of stock markets of highly developed countries is found to be stable over time with French market playing the central role. On the supranational level, stocks are clustered based on their economic sector, rather than country’s origin. Network modeling of a stock market proves to be highly useful and powerful tool, since network formulation could give much insight and understanding on mutual dependence of stocks’ behavior by simply examining graphic representation of the market. (en)
Title
  • Network structures of the European stock market
  • Network structures of the European stock market (en)
skos:prefLabel
  • Network structures of the European stock market
  • Network structures of the European stock market (en)
skos:notation
  • RIV/00216224:14560/12:00060882!RIV13-MSM-14560___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
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  • N
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 153835
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/12:00060882
http://linked.open...riv/jazykVysledku
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  • stock markets; cross-correlation networks; network topology (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [BB440F9F6DF6]
http://linked.open...v/mistoKonaniAkce
  • Karviná
http://linked.open...i/riv/mistoVydani
  • Karviná
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 30th International Conference Mathematical Methods in Economics
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Cupal, Martin
  • Deev, Oleg
  • Linnertová, Dagmar
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000316715900014
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Silesian University, School of Business Administration
https://schema.org/isbn
  • 9788072487790
http://localhost/t...ganizacniJednotka
  • 14560
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