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A forecasting framework for core domestic banks in Malta

2024

This study develops a framework for forecasting selected balance sheet items of the four largest Maltese core banks, with a particular emphasis on bank profitability. Methodologically, it employs two multivariate time series models, namely a Factor-Augmented VAR (FAVAR) and a Bayesian VAR...

Persistent link: https://www.econbiz.de/10015053640

Dynamic connectedness of global currencies : a conditional Granger-causality approach

Le, Tan T. M.; Martin, Franck; Nguyen, Duc Khuong - 2018

Persistent link: https://www.econbiz.de/10011893864

Portfolio capital flows and the US dollar exchange rate : viewed from the lens of time and frequency dynamics of connectedness

Mangal Goswami; Pontines, Victor; Yassier Mohammed - 2022

Persistent link: https://www.econbiz.de/10013426465

Cryptocurrencies and banking sector connectedness : don't worry, be happy … for now

Chan-Lau, Jorge A.; Quach, Toan Long - 2023

Persistent link: https://www.econbiz.de/10014437899

The connectedness of energy transition metals

Bastianin, Andrea; Casoli, Chiara; Galeotti, Marzio - 2023

We assess the degree of connectedness among 16 metals that are critical for the production of clean energy technologies … dynamic measures of connectedness, we gain insight into the patterns of shock transmission between ETMs. Our static analysis … splitting the analysis into three groups, we find that almost half of the connectedness originates within each group, whereas …

Persistent link: https://www.econbiz.de/10014304084

Exploring the community structure of complex networks

Drago, Carlo - 2015 - This version 28 March 2015

Regarding complex networks, one of the most relevant problems is to understand and to explore community structure. In particular it is important to define the network organization and the functions associated to the different network partitions. In this context, the idea is to consider some new...

Persistent link: https://www.econbiz.de/10011547524