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A commentary on emerging markets banking sector spillovers: Covid-19 vs GFC pattern analysis

The emerging-market banking sector plays a significant role in modern-day banking sector stability. In this study, we have used the dynamic conditional correlation (DCC) version of the Generalised autoregressive conditional heteroscedasticity (GARCH) model to estimate the correlation among Emerging...

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Detalles Bibliográficos
Autores principales: Rabbani, Mustafa Raza, Kayani, Umar, Bawazir, Hana Saeed, Hawaldar, Iqbal Thonse
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8919222/
https://www.ncbi.nlm.nih.gov/pubmed/35295660
http://dx.doi.org/10.1016/j.heliyon.2022.e09074

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