Volatility spillover features in financial industries and identification of systemically important financial institutions : a new perspective
Year of publication: |
2024
|
---|---|
Authors: | Wang, Hu ; Liu, Xin |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 83.2024, Art.-No. 102241, p. 1-15
|
Subject: | Financial industries | PageRank | Systemically important financial institutions | Volatility spillover | Spillover-Effekt | Spillover effect | Finanzsektor | Financial sector | Volatilität | Volatility | Systemrisiko | Systemic risk | Welt | World | Bank |
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