Systemic risk contagion in FX market: A frequency connectedness and network analysis

DOI10.1111/BOER.12197zbMATH Open1443.91320OpenAlexW2947046676MaRDI QIDQ4971269

Onur Polat

Publication date: 12 October 2020

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/boer.12197

zbMATH Keywords

spectral analysiscontagionnetwork analysisfrequency connectedness

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

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