Search Results - subject:"Interconnectedness"

Firm interconnectedness and resilience : evidence from the Italian manufacturing

Shaheen, Ibrahim; Brakman, Steven; Canello, Jacopo; … - In: Cambridge journal of regions, economy and society 18 (2025) 1, pp. 211-226

Persistent link: https://www.econbiz.de/10015330484

Text spillover : measuring connectedness of financial institutions based on news text data

Klaucke, Konstantin - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10015359881

Unveiling the interconnectedness and volatility transmission between real assets and global stock market indices

Mellouli, Dhouha; Simo-Kengne, Beatrice D.; Bejaoui, Azza; … - In: Review of financial economics : RFE 43 (2025) 3, pp. 336-382

Persistent link: https://www.econbiz.de/10015460583

The biggest bank may not be the most interconnected : a refined entropy-based approach for indicating the direction of interbank flow

Wang, Tongyu; Yang, Haijun; Weng, Jiaxing; Guo, Luqing - In: International review of economics & finance : IREF 101 (2025), pp. 1-12

Persistent link: https://www.econbiz.de/10015461806

An empirical analysis of volatility spillovers in SAARC stock markets using multivariate garch models

Vairasigamani, P.; Amilan S; Vadivel, A.; Patel, Versha - In: Thailand and the world economy 43 (2025) 3, pp. 42-62

-term interconnectedness, utilising daily data from January 2013 to March 2023. The findings reveal a relatively low degree of volatility …

Persistent link: https://www.econbiz.de/10015464152

Credit exposures and systemic risk in Indian banks

Reddy, Kalluru Siva; Yadav, Rajat Singh; Agarwal, Abhiroop - In: Asian journal of economics and banking : AJEB 9 (2025) 2, pp. 222-239

The stability of a financial system depends not only on individual bank risks but also on the interconnectedness of …

Persistent link: https://www.econbiz.de/10015472362

A non-linear Lasso and explainable LSTM approach for estimating tail risk interconnectedness

De, Tuhin Subhra; Karthikeya, Madeti; Bhattacharya, Sujoy - In: Applied economics 57 (2025) 41, pp. 6433-6447

Persistent link: https://www.econbiz.de/10015472704

How did credit guarantee fund supports affect the bank-loan network in Türkiye?

Bozkurt, Ayça Topaloğlu; Özyıldırım, Süheyla - In: Central Bank review / Central Bank of the Republic of Turkey 25 (2025) 1, pp. 1-9

Using granular data from the Turkish banking system, we investigate the effect of credit guarantee schemes (CGSs) in 2017 and early 2018 on bank connectedness originating from common borrower firms. Our empirical findings show that the CGSs affect the connectedness of banks differently. While...

Persistent link: https://www.econbiz.de/10015410486

Credit exposures and systemic risk in Indian banks

Reddy, Kalluru Siva; Yadav, Rajat Singh; Agarwal, Abhiroop - In: Asian Journal of Economics and Banking (AJEB) 9 (2025) 2, pp. 222-239

The stability of a financial system depends not only on individual bank risks but also on the interconnectedness of …

Persistent link: https://www.econbiz.de/10015557589

FDI spillovers in emerging markets : does economic policy uncertainty and geopolitical risk matter?

Kunjal, Damien; Mutemeri, Linah; Naidoo, Yuthika; … - In: Organizations and markets in emerging economies 16 (2025) 2, pp. 270-288

and Yilmaz (DY) (2012) spillover index, the research assesses the interconnectedness and spillover effects of FDI flows …

Persistent link: https://www.econbiz.de/10015607156