The Spread of the Credit Crisis: View from a Stock Correlation Network
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More about this item
Keywords
networks; econophysics; equities; stock market; correlation; credit crisis;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2009-01-17 (Financial Markets)
- NEP-NET-2009-01-17 (Network Economics)
- NEP-RMG-2009-01-17 (Risk Management)
- NEP-URE-2009-01-17 (Urban and Real Estate Economics)
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