Measuring Dynamic Connectedness with Large Bayesian VAR...

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Measuring Dynamic Connectedness with Large Bayesian VAR Models

Korobilis, Dimitris mname, Yilmaz, Kamil mname
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Year:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3099725
File:
PDF, 777 KB
english, 2018
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