Spatial Dependence and Data-Driven Networks of International Banks
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- Ben R. Craig & Martin Saldias Zambrana, 2016. "Spatial Dependence and Data-Driven Networks of International Banks," Working Papers (Old Series) 1627, Federal Reserve Bank of Cleveland.
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Cited by:
- Torri, Gabriele & Giacometti, Rosella & Paterlini, Sandra, 2018. "Robust and sparse banking network estimation," European Journal of Operational Research, Elsevier, vol. 270(1), pages 51-65.
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More about this item
Keywords
Banking; Spatial models; International banking; Vector autoregression; Stock markets; WP; correlation matrix; hierarchical structure; graph theory;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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