Browsing Artículos by Author "Estrada, Ernesto"

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      Loss of Structural Balance in Stock Markets 

      Ferreira García, María Eva ORCID; Orbe Mandaluniz, Susan; Ascorbebeitia Bilbatua, Jone ORCID; Álvarez Pereira, Brais; Estrada, Ernesto (Springer, 2021-06-09)
      We use rank correlations as distance functions to establish the interconnectivity between stock returns, building weighted signed networks for the stocks of seven European countries, the US and Japan. We establish the ...