Detecting contagion in a multivariate time series system:...

Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe

Blatt, Dominik, Candelon, Bertrand, Manner, Hans
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
59
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2015.06.003
Date:
October, 2015
File:
PDF, 2.03 MB
english, 2015
Conversion to is in progress
Conversion to is failed