Measuring the connectedness of the Nigerian banking network and its implications for systemic risk
This study examines fifteen major banks’ network connectedness in the Nigerian banking system via its stock returns. The paper studies both the static and dynamic network connectedness of banks built on the generalized forecast error variance decomposition, using daily data from January 4, 2005, to...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Modern Finance Institute
2024-11-01
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| Series: | Modern Finance |
| Subjects: | |
| Online Access: | https://mf-journal.com/article/view/111 |
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