%0 Journal Article
%T Survivability and centrality measures for networks of financial market indices
%A Leonidas Sandoval Junior
%J Quantitative Finance
%D 2012
%I arXiv
%X Using data from 92 indices of stock exchanges worldwide, I analize the cluster formation and evolution from 2007 to 2010, which includes the Subprime Mortgage Crisis of 2008, using asset graphs based on distance thresholds. I also study the survivability of connections and of clusters through time and the influence of noise in centrality measures applied to the networks of financial indices.
%U http://arxiv.org/abs/1201.4490v1