The Multiplex Dependency Structure of Financial Markets

Figure 5

Industries evolution in the overlapping degree/participation coefficient plane. Fixing an industry , we have plotted for each time window a circle whose coordinate is the average overlapping degree and whose coordinate is the average participation coefficient . Points at different times are characterised by different sizes (small to large) and colours (legend on the right). In (a)–(j) we show the results, respectively, for Basic Materials, Consumer Goods, Consumer Services, Financials, Health Care, Industrials, Oil & Gas, Technology, Telecommunications, and Utilities.

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