Time domain and frequency domain Granger causality networks : application to China's financial institutions
Gang-Jin Wang, Hui-Bin Si, Yang-Yang Chen, Chi Xie, Julien Chevallier
| Year of publication: |
2021
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|---|---|
| Authors: | Wang, Gang-Jin ; Si, Hui-Bin ; Chen, Yang-Yang ; Chi, Xie ; Chevallier, Julien |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-12
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| Subject: | China | Causality network | Financial institutions | Frequency domain | Interconnectedness | Time domain | Kausalanalyse | Causality analysis | Finanzsektor | Financial sector |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101662 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805511