Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*
Author:
Affiliation:
1. Institute of Economic Studies, Charles University
2. Institute of Information Theory and Automation, The Czech Academy of Sciences
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/jfec/article-pdf/16/2/271/24595177/nby001.pdf
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5. Business-Cycle Consumption Risk and Asset Prices;Bandi,2016
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