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Topology of the South African stock market network across the 2008 financial crisis
11 references·1 citing·44 second hop
Topology of the South African stock market network across the 2008 financial crisis (2015)Topology of the South African stock marke…The global financial crisis: An analysis of the spillover effects on African stock markets (2014)The global financial crisis: …Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)Time-Varying Effects of Oil S…Topological properties of stock market networks: The case of Brazil (2010)Topological properties of sto…The effects of the financial crisis on Sub-Saharan Africa (2010)The effects of the financial …Cluster analysis for portfolio optimization (2007)Cluster analysis for portfoli…Sector analysis for a FTSE portfolio of stocks (2006)Sector analysis for a FTSE po…Characteristics of the Korean stock market correlations (2005)Characteristics of the Korean…Dynamic asset trees and Black Monday (2003)Dynamic asset trees and Black…High-frequency cross-correlation in a set of stocks (2001)High-frequency cross-correlat…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation (2022)Is COVID-19 anticipating the …Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic (2021)Financial contagion effects of major crises in African stock markets (2022)Spillover effects between fossil energy and green markets: Evidence from informational inefficiency (2024)Who Gives Foreign Aid to Whom and Why? (2000)Economic Shocks and Civil Conflict: An Instrumental Variables Approach (2004)The Aftermath of Financial Crises (2009)Remittances, financial development and economic growth in Africa (2012)Developing country vulnerability in light of the global financial crisis: Shock therapy? (2013)The 2007–2008 Global Financial Crisis, and Cross-border Mergers and Acquisitions (2014)Portfolio Selection: Efficient Diversification of Investments (1959)Modern Portfolio Theory and Investment Analysis. (1982)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Correlation, hierarchies, and networks in financial markets (2010)Correlation of financial markets in times of crisis (2011)Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks (2016)Dynamics of market correlations: Taxonomy and portfolio analysis (2003)Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree (2012)Statistical Properties of the Foreign Exchange Network at Different Time Scales: Evidence from Detrended Cross-Correlation Coefficient and Minimum Spanning Tree (2013)Multiscale correlation networks analysis of the US stock market: a wavelet analysis (2016)Noise Dressing of Financial Correlation Matrices (1999)The evolution of interdependence in world equity markets—Evidence from minimum spanning trees (2006)Evolution of worldwide stock markets, correlation structure, and correlation-based graphs (2011)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Information flow between composite stock index and individual stocks (2008)The Index cohesive effect on stock market correlations (2009)The cross-correlations of stock markets based on DCCA and time-delay DCCA (2011)The Econometrics of Financial Markets (1997)Time-dependent cross-correlations between different stock returns: A directed network of influence (2002)Correlation based networks of equity returns sampled at different time horizons (2006)The Econometrics of Financial Markets (2012)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)OIL AND THE MACROECONOMY: A QUANTITATIVE STRUCTURAL ANALYSIS (2012)Dynamic spillovers of oil price shocks and economic policy uncertainty (2014)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)A tool for filtering information in complex systems (2005)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)
this work references cited by second hop

References

  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 2013Time-Varying Effects of Oil Supply Shocks on the US Economy530 cited
  • 2003Dynamic asset trees and Black Monday304 cited
  • 2007Cluster analysis for portfolio optimization284 cited
  • 2001High-frequency cross-correlation in a set of stocks243 cited
  • 2010Topological properties of stock market networks: The case of Brazil157 cited
  • 2014The global financial crisis: An analysis of the spillover effects on African stock markets124 cited
  • 2010The effects of the financial crisis on Sub-Saharan Africa120 cited
  • 2005Characteristics of the Korean stock market correlations107 cited
  • 2006Sector analysis for a FTSE portfolio of stocks105 cited

Cited by

  • 2022Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation29 cited

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