The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (Q2126203)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach |
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The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (English)
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14 April 2022
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global financial factor
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prediction
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spillover effect
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systemic risk
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