دورية أكاديمية
Systemic risk spillover between the stock market and banking deposits: Evidence from a sustainability perspective in the South Asian countries.
| العنوان: | Systemic risk spillover between the stock market and banking deposits: Evidence from a sustainability perspective in the South Asian countries. |
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| المؤلفون: | Liu L; International Commerce Department, Concord University College, Fujian Normal University, Fuzhou, China., Rafique A; Department of Management Sciences, COMSATS University, Islamabad, Islamabad, Pakistan., Abbas N; COMSATS University Islamabad, Islamabad, Pakistan., Umer Quddoos M; Department of Commerce, Bahauddin Zakariya University, Multan, Pakistan., Ahmad MM; Department of Commerce, Allama Iqbal Open University, Islamabad, Pakistan., Siddiqi AA; Institute of Industrial and Control System, Karachi, Pakistan. |
| المصدر: | PloS one [PLoS One] 2024 Jul 08; Vol. 19 (7), pp. e0288310. Date of Electronic Publication: 2024 Jul 08 (Print Publication: 2024). |
| نوع المنشور: | Journal Article |
| اللغة: | English |
| بيانات الدورية: | Publisher: Public Library of Science Country of Publication: United States NLM ID: 101285081 Publication Model: eCollection Cited Medium: Internet ISSN: 1932-6203 (Electronic) Linking ISSN: 19326203 NLM ISO Abbreviation: PLoS One Subsets: MEDLINE |
| أسماء مطبوعة: | Original Publication: San Francisco, CA : Public Library of Science |
| مواضيع طبية MeSH: | Investments*/economics, Humans ; India ; Sri Lanka ; Nepal ; Commerce/economics ; Models, Economic ; Pakistan ; Banking, Personal ; Risk ; Asia |
| مستخلص: | This research explores the link between stock markets and banking deposits in South Asian (Pakistan, India, Sri Lanka, Nepal) countries. This study empirically examines the systemic risk potential of financial institutions in South Asia using current systemic risk statistics. Yearly data on stock prices and banking deposits from January 2000 to December 2020 were analyzed using a two-stage process. In the first phase, we measure VaR (value at risk), and in the second step, we measure the DCC GARCH model for our empirical analysis. The study findings reveal systemic risk spillover between the stock markets of South Asian countries and the relevant country's banking system deposits. The policymakers can use our study findings to create a more sustainable financial sector. Competing Interests: The authors have declared that no competing interests exist. (Copyright: © 2024 Liu et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.) |
| References: | J Polit Econ. 2017 Apr;125(2):431-477. (PMID: 28555088) Financ Res Lett. 2020 Nov;37:101748. (PMID: 32895607) Entropy (Basel). 2021 Apr 07;23(4):. (PMID: 33917234) Int J Environ Res Public Health. 2021 Sep 03;18(17):. (PMID: 34501902) |
| تواريخ الأحداث: | Date Created: 20240708 Date Completed: 20240708 Latest Revision: 20240711 |
| رمز التحديث: | 20240711 |
| مُعرف محوري في PubMed: | PMC11230558 |
| DOI: | 10.1371/journal.pone.0288310 |
| PMID: | 38976690 |
| قاعدة البيانات: | MEDLINE |
Full Text Finder | تدمد: | 1932-6203 |
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| DOI: | 10.1371/journal.pone.0288310 |