In the study, we employ a dynamic spatial panel model to identify factors that are the sources
of instability spillover in the banking sector. Using a sample of publicly listed banks, we …

This study establishes time–frequency networks of sovereign and bank contagion in the
eurozone over the period 2009–2021. By applying discrete wavelet transformation, daily …

Financial contagion is a major risk in the European Monetary Union (EMU) due to the
interdependence of government and the banking system. As highlighted by the literature, a …

We study volatility spillovers between the corporate sector's and Latin American countries'
CDS. Daily data from 14 October 2006 to 23 August 2021 are employed. Spillovers are …

Based on a prospective and retrospective analysis of the 'Raising the bar'editorials
preceding regular issues of this journal from 2016–2023, this paper identifies two laws of …

Pivoting on the idea that differences in production and financial systems may affect monetary
transmission mechanisms, a global vector autoregressive (GVAR) model is built and the …

This study advances the understanding of the Preferred Habitat Model's capacity to shed
light on the inter-market transfer of mean returns and the diffusion of price volatility in …

Анотація У дослідженні реалізовано симультативну модель банківського сектору
України на основі квартальних статистичних даних за 2016-2022 роки. У якості …

This study examines the effects of ageing on per capita labour income, consumption and
wealth of the working population in Italian provinces. Starting from the overlapping …

Spatial econometrics is a subset of econometric methods evolved from the need to account
for the location and spatial interaction. This means that what happens in one economic unit …