Browsing by Author "Sharma, Kiran"
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Financial fluctuations anchored to economic fundamentals: a mesoscopic network approach
Sharma, Kiran; Gopalakrishnan, Balagopal; Chakrabarti, Anindya; Chakraborti, Anirban (Nature Research, 2017)We demonstrate the existence of an empirical linkage between nominal financial networks and the underlying economic fundamentals, across countries. We construct the nominal return correlation networks from daily data to ...