Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776)
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scientific article; zbMATH DE number 6647322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spillover dynamics for systemic risk measurement using spatial financial time series models |
scientific article; zbMATH DE number 6647322 |
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Spillover dynamics for systemic risk measurement using spatial financial time series models (English)
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3 November 2016
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spatial correlation
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time-varying parameters
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systemic risk
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European debt crisis
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generalized autoregressive scores
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