Macro-financial linkages during tranquil and crisis periods: evidence from stressed economies
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DOI: 10.1057/s41283-017-0032-x
Abstract: The predominant approach for studying macro-financial linkages is employing standard econometric techniques to link bank-specific risk parameters to macroeconomic and financial indicators. A single model is estimated using historical data and is subsequently used to… read more here.
Keywords: linkages tranquil; macro financial; tranquil crisis; financial linkages ... See more keywords
Measuring Global Financial Linkages: A Network Entropy Approach
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DOI: 10.3390/su11174691
Abstract: This paper measures the diversity of highly-connected financial networks using network entropy, and policy-related findings emerge from this research. With respect to the time variation of network entropy, international diversification of the global financial network… read more here.
Keywords: network entropy; network; linkages network; global financial ... See more keywords