Volatility Spillover Effects in the Moroccan Interbank Sector before and during the COVID-19 Crisis
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- Tihana Škrinjarić, 2022. "Higher Moments Actually Matter: Spillover Approach for Case of CESEE Stock Markets," Mathematics, MDPI, vol. 10(24), pages 1-34, December.
- Chih-Hsiung Chang & Wu-Hua Chang & Hsiu-Chin Hsieh & Yi-Yu Shih, 2022. "An Alternative to Coping with COVID-19—Knowledge Management Applied to the Banking Industry in Taiwan," JRFM, MDPI, vol. 15(9), pages 1-21, September.
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Keywords
systemic risk; financial contagion; systemically important financial institutions; volatility; vector autoregression model; variance decomposition;All these keywords.
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