Narrow search
Showing 1 - 10 of 187,381
Cover Image
Estimating global bank network connectedness
Demirer, Mert; Diebold, Francis X.; Liu, Laura; … - 2015
Persistent link: https://www.econbiz.de/10011326737
Cover Image
Estimating Global Bank Network Connectedness
Demirer, Mert - 2020
150 banks, 2003-2014. We characterize static network connectedness using full-sample estimation and dynamic network … connectedness using rolling-window estimation. Statistically, we find that global banking connectedness is clearly linked to bank …
Persistent link: https://www.econbiz.de/10012856145
Cover Image
Estimating global bank network connectedness
Demirer, Mert; Diebold, Francis X.; Liu, Laura; … - 2017
Persistent link: https://www.econbiz.de/10011616797
Cover Image
Estimating Global Bank Network Connectedness
Demirer, Mert - 2017
the world's top 150 banks, 2003-2014. We characterize static network connectedness using full-sample estimation and … dynamic network connectedness using rolling-window estimation. Statically, we find that global bank equity connectedness has a …
Persistent link: https://www.econbiz.de/10012455541
Cover Image
Estimating global bank network connectedness
Demirer, Mert; Diebold, Francis X.; Liu, Laura; … - 2015
150 banks, 2003-2014. We characterize static network connectedness using full-sample estimation and dynamic network … connectedness using rolling-window estimation. Statistically, we find that global banking connectedness is clearly linked to bank …
Persistent link: https://www.econbiz.de/10011309448
Cover Image
The topological structure of panel variance decomposition networks
Celani, Alessandro; Cerchiello, Paola; Pagnottoni, Paolo - In: Journal of financial stability 71 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014533567
Cover Image
Assessing interbank connectedness using transmission decomposition techniques : an application to Eurozone SIFIs
Muijsson, C. A.F. - 2014
Persistent link: https://www.econbiz.de/10010504847
Cover Image
Bank volatility connectedness in South East Asia
Yılmaz, Kamil - 2018
This paper presents an analysis of the volatility connectedness of major bank stocks in the South East Asia (SEACEN) region between 2004 and 2016. Applying the Diebold-Yilmaz Connectedness Index (DYCI) framework to daily stock return volatilities of major banks in the region, we obtain results...
Persistent link: https://www.econbiz.de/10011810501
Cover Image
Interconnectedness, G-SIBs and network dynamics of global banking
Bongini, Paola; Clemente, Gian Paolo; Grassi, Rosanna - In: Finance research letters 27 (2018), pp. 185-192
Persistent link: https://www.econbiz.de/10012006853
Cover Image
Social networks in the global banking sector
Houston, Joel F.; Lee, Jongsub; Suntheim, Felix - In: Journal of accounting & economics 65 (2018) 2/3, pp. 237-269
Persistent link: https://www.econbiz.de/10011864911