This work employs various techniques in order to filter random noise from the information provided by minimum spanning trees obtained from the correlation matrices of international stock market indices prior to and during times of crisis. The first technique establishes a threshold above which...

I find a topological arrangement of assets traded in phonographic markets which has associated a meaningful economic taxonomy. I continue using the Minimal Spanning Tree and the correlations between assets, but now outside the stock markets. This is the first attempt to use these methods on...

Purpose – This paper empirically investigates the structural evolution of the US financial systems. It particularly aims to explore if the structure of the financial systems changes when the economy enters a recession. Design/methodology/approach – The empirical analysis is conducted through...