Abstract
Abstract We add to the discussion on the transmission of business cycles, by modeling worldwide banking sector indices cycle synchronization, accounting for the time-varying and frequency-specific behavior of the variables. Based on the multiple coherence, partial coherence, partial phase-difference, and partial gain, we find regions of strong and significant coherency between NAFTA partners, and in the European core: France, Germany, and the United Kingdom. Concerning such trade blocs, we also find strong performance in the period 2010-2012 in all frequencies, a period characterized by the sovereign debt crisis in some European countries.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
