Miglietta, Federica; Foglia, Matteo; Wang, Gang-Jin - In: International Journal of Islamic and Middle Eastern … 17 (2024) 5, pp. 883-914
Purpose This study aims to examine information (stock return, volatility and extreme risk) spillovers and interconnectedness within dual-banking systems. Design/methodology/approach Using multilayer information spillover networks, this paper conduct a deep analysis of contagion dynamics among 24...