How connected is the oil-bank network? Firm-level and high-frequency evidence
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DOI: 10.1016/j.eneco.2024.107684
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- Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024. "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers 202405, University of Pretoria, Department of Economics.
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More about this item
Keywords
Banking connectedness; TVP-VAR; Higher moments; Dynamic connectedness; GFEVD decomposition;All these keywords.
JEL classification:
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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