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Banking networks and economic growth: from idiosyncratic shocks to aggregate fluctuations

Kundu, Shohini; Vats, Nishant - 2021

This paper explores the transmission of non-capital shocks through banking networks. We develop a methodology to construct non-capital (idiosyncratic) shocks, using labor productivity shocks to large firms. We document a change in the relationship between foreign idiosyncratic shocks and...

Persistent link: https://www.econbiz.de/10012694566

International comovement of economic fluctuations : a spatial analysis

Wang, Miao; Wong, M. C. Sunny; Granato, James S. - In: World development : the multi-disciplinary … 67 (2015), pp. 186-201

Persistent link: https://www.econbiz.de/10011338731

Spatial spillover effects and risk contagion around G20 stock markets based on volatility network

Zhang, Weiping; Zhuang, Xintian; Lu, Yang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012659562

Spatial linkage of volatility spillovers and its explanation across China's interregional stock markets : a network approach

Li, Yanshuang; Zhuang, Xintian; Wang, Jian; Dong, Zibing - In: Applied economics letters 28 (2021) 8, pp. 668-674

Persistent link: https://www.econbiz.de/10012501590

Spatial connectedness of volatility spillovers in G20 stock markets : based on block models analysis

Zhang, Weiping; Zhuang, Xintian; Wu, Dongmei - In: Finance research letters 34 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012438221

Stock market integration between three CEECs, Russia and the UK

Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010

Russia. The adopted framework allows to analyse interdependence by estimating volatility spillovers, and also contagion by … spillovers between the three CEECs considered and the UK (contagion). -- Central and Eastern European countries (CEECs …) ; volatility spillovers ; interdependence ; contagion ; VAR-GARCH-in-mean model …