Network VAR models to measure financial contagion
Author:
Funder
Horizon 2020 Framework Programme
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference31 articles.
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4. Ahelegbey, D. F., & Giudici, P. (2020). Market risk, connectedness and turbulence: A comparison of 21st century financial crises. SSRN 3584510 (accessed on August 9, 2020).
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