Using granger causality to determine interconnectedness in unlisted banking markets

K Petrovska - Journal of Accounting and Finance, 2019 - articlearchives.co
The proposed model allows to identify the interconnectedness of the banking sector where
banks are nonlisted by using causal relationships (direct and indirect) between bank …

Īsa svārstīga finanšu cikla novērtēšana CESEE reģiona valstīs

K Bojāre - 2022 - dspace.lu.lv
Autore, ņemot vērā Eiropas valstu reģionālo tautsaimniecību un finanšu ciklu specifiskās
raksturiezīmes, izstrādā metodes un rādītājus, kas ļauj noteikt un paredzēt pārmaiņas …

[PDF][PDF] TESTING FOR INTERCONNECTEDNESS AS A PROXY FOR SYSTEMIC RISK IN UNLISTED BANKING MARKET

K Petrovska - Proceedings of FEB Zagreb International Odyssey …, 2019 - researchgate.net
Interconnectivity as an important aspect of systemic risk rose to academic and regulator
attention during the outbreak of global financial crisis. Since then researchers have been …