From: Dynamic correlation network analysis of financial asset returns with network clustering

Density | Centralization | Heterogeneity | ||||

T1 | 0.625 | 0.149 | 0.273 | |||

T2 | 0.614 | 0.158 | 0.313 | |||

T3 | 0.638 | 0.147 | 0.304 | |||

Whole period | 0.627 | 0.151 | 0.282 | |||

Index | (Index-100) | Index | (Index-100) | Index | (Index-100) | |

T1 | 99.66 | (-0.34) | 99.09 | (-0.91) | 96.65 | (-3.35) |

T2 | 97.96 | (-2.04) | 104.76 | (+4.76) | 110.78 | (+10.78) |

T3 | 101.75 | (+1.75) | 97.47 | (-2.53) | 107.52 | (+7.52) |

Whole period | 100 | 100 | 100 |