Frequency-Domain Analysis of Time Series with Network-Structured Dependence: Application to Global Bank Connectedness
网络依赖时间序列的频域分析:全球银行关联应用
Financial spillovers in interconnected systems, such as global banking networks, require tools that capture temporal and frequency dynamics, while incorporating the underlying network topology. While current network time series models are developed in the time-domain, frequency-domain approaches, which reveal how cross-nodal dependencies vary across different cycles, remain under-explored. This paper develops a spectral analysis framework that accommodates flexible forms of…