US interbank risk spillover network : temporal dynamics and external shocks
Yue He, Miaomiao Tao, Xiaohang Ren
| Year of publication: |
2025
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|---|---|
| Authors: | He, Yue ; Tao, Miaomiao ; Ren, Xiaohang |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 85.2025, 2, Art.-No. 107910, p. 1-11
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| Subject: | Banking system | Dynamic bayesian network–local gaussian correlation network | Risk spillover | Wavelet local multiple correlation | Spillover-Effekt | Spillover effect | Korrelation | Correlation | Schock | Shock | Theorie | Theory | Bankrisiko | Bank risk | Risiko | Risk | Finanzsystem | Financial system | Volatilität | Volatility | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2025.107910 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015560556