A Network of two Markets, Correlations for Stocks in the S&P500 Index and Stocks Traded in the BMV
Our goal is to pure energy jeans study how stocks from Mexico and United States are interconnected.We apply a novel method based on a graphical model.We estimate partial correlations for every year of the period 2000-2020.Our results based on partial correlation matrices show a systematic level of inter-connectivity across countries that metrics fr