Multilayer interdependencies in the banking system of Japan: correlation dynamics and determinants
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DOI: 10.1080/14697688.2025.2503270
Abstract: In this paper, we analyse the multilayer architecture of the correlation dynamics among Japanese banks over the period from 1982 to 2011. This period encompasses nearly all significant events in the Japanese economy over the… read more here.
Keywords: correlation dynamics; banking system; multilayer interdependencies; japan ... See more keywords