Wavelet Coherence as a Research Tool for Stability of the Banking System (the Example of Ukraine)
Дата
2016
Автори
Pogorelenko, N.
Lyashenko, V.
Mohammad, A.
Назва журналу
ISSN журналу
Назва тому
Видавець
Scientific Research Publishing
Анотація
The banking system presents an open, multifaceted and meaningful set of different institutional units within a single monetary market. The effectiveness of such a system also largely determines the set of continuous mobilities of financial flows, and the result should determine the stability of the banking system. Accordingly, the work reveals a set of indicators of banking system stability and expediency analysis of available values using wavelet analysis. Wavelet coherence is considered a tool for wavelet analysis. Based on the analysis we displayed the impacts on the stability of the banking system in Ukraine in 2005-2015 years.
Опис
Ключові слова
Banking, Wavelet Coherence
Цитування
Pogorelenko N., Lyashenko V., Mohammad A. Wavelet Coherence as a Research Tool for Stability of the Banking System (The Example of Ukraine) // Modern Economy. – 2016. – Vol. 7. – P. 955-965. doi: 10.4236/me.2016.79098.