Connectedness between subjects in economic system is an essential feature of systemic risk. Although the risk management of financial system during the normal circumstances have been identified in the single object level, there has been relatively small study of interconnection domain. The several financial market crisis were considered to check the usefulness of proposed method. Here, we considered the temporal organization of financial network using the duration of interconnections. The duration of network connections in the financial market was analyzed by individual firms listed the given stock market and the minimum spanning tree method. The global temporal configuration of financial network was investigated by constructing the distribution function of connection time in different economic states, such as normal (1999 2003), pre-crisis (2004 2007), crisis (2008 2009), and post crisis (2010 2015) periods. Financial crisis was associated with a significant increase in the number of network connections and significant alternations of temporal organization in terms of the cumulative distribution function of duration time. These changes were most important in the financial crisis and were also associated with a significant reduction in the pattern of duration. Despite of different economic states, the cumulative distribution function follows a power-law distribution. Our findings suggest a fundamental principle of temporal organization of network connection in financial market that is maintained during different market status, despite local changes. Further research will be considered in the systemic risk management based on the outcome of this finding.

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