Author:
Ahelegbey Daniel Felix,Giudici Paolo
Reference38 articles.
1. Systemic Risk and Stability in Financial Networks;D Acemoglu;American Economic Review,2015
2. CoVaR;T Adrian;The American Economic Review,2016
3. Bayesian Selection of Systemic Risk Networks;D F Ahelegbey;Advances in Econometrics: Bayesian Model Comparison,2014
4. Bayesian Graphical Models for Structural Vector Autoregressive Processes;D F Ahelegbey;Journal of Applied Econometrics,2016
5. Sparse Graphical Vector Autoregression: A Bayesian Approach;D F Ahelegbey;Annals of Economics and Statistics,2016