Pages that link to "Item:Q5229288"
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The following pages link to Financial and Macroeconomic Connectedness (Q5229288):
Displaying 16 items.
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
- Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries (Q2166077) (← links)
- Markov switching panel with endogenous synchronization effects (Q2172001) (← links)
- Cross-category, trans-pacific spillovers of policy uncertainty and financial market volatility (Q2661806) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- Macroeconomic and Financial Networks: Review of Some Recent Developments in Parametric and Non-parametric Approaches (Q5022167) (← links)
- ‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets (Q5079386) (← links)
- Resilience to the financial crisis in customer-supplier networks (Q5234366) (← links)
- Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)
- Economic uncertainty and structural reforms: Evidence from stock market volatility (Q6088737) (← links)
- Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831) (← links)
- Time Series Approach to the Evolution of Networks: Prediction and Estimation (Q6586896) (← links)
- Jump connectedness in the European foreign exchange market (Q6637733) (← links)
- Scenario-based quantile connectedness of the U.S. interbank liquidity risk network (Q6664655) (← links)
