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- W2777289898 abstract "The main objective of this paper is to analyse the relationships between world stock market indices. Classical minimum spanning tree approach is used, supported by edge stability analysis via bootstrap technique. Centrality measures analysis is applied for finding hubs in the network. Stock market indices are found to cluster according to the geographical continent they belong to. Hang Seng Index and CAC 40 are argued to be the most influential and important indices in the world. Evidence of large intra-continental and lower intercontinental stock market integration is observed." @default.
- W2777289898 created "2018-01-05" @default.
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- W2777289898 date "2017-12-30" @default.
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- W2777289898 title "Relationships Between World Stock Market Indices: Evidence from Economic Networks" @default.
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- W2777289898 doi "https://doi.org/10.1007/978-3-319-68762-9_5" @default.
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