Keywords: G0
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Journal Articles
Journal of Financial Economic Policy (2026) 18 (5): 866–879.
Published: 22 September 2025
... – generalized autoregressive conditional heteroscedasticity (DCC-GARCH) model Financial cycle components Financial market synchronization Financial cycle movement Banking sector House prices Equity market Credit market G0 G1 The FC is parsimoniously described in terms of credit and asset...
Journal Articles

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