
Time-varying connectedness measurement of Chinese financial institutions: New evidence from the frequency domain perspective
OUYANG Zisheng, ZHOU Xuewei, XIE Nan
Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (8) : 2087-2101.
Time-varying connectedness measurement of Chinese financial institutions: New evidence from the frequency domain perspective
financial institution / time-varying connectedness / general dynamic factor model {{custom_keyword}} /
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