Integration and volatility spillover amongst banks : a cross-correlation analysis
Mobeen Ur Rehman and Xuan Vinh Vo
| Year of publication: |
2023
|
|---|---|
| Authors: | Ur Rehman, Mobeen ; Xuan Vinh Vo |
| Published in: |
Journal of economic and administrative sciences. - Bingley : Emerald, ISSN 2054-6246, ZDB-ID 2664448-4. - Vol. 39.2023, 1, p. 203-224
|
| Subject: | Banking sector | MODWT | Volatility spillover | Wavelets | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Bank | ARCH-Modell | ARCH model | Finanzsystem | Financial system | Zustandsraummodell | State space model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JEAS-07-2020-0136 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305553