Scenario-based quantile connectedness of the U.S. interbank liquidity risk network
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Publication:6664655
DOI10.1016/j.jeconom.2024.105786MaRDI QIDQ6664655
Cindy M. Vojtech, Jushan Bai, Lina Lü, Tomohiro Ando
Publication date: 16 January 2025
Published in: Journal of Econometrics (Search for Journal in Brave)
Bayesian analysisnuclear normfinancial stabilitybank supervisionscenario-based quantile connectedness
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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