A variance spillover analysis without covariances : what do we miss?

Matthias R. Fengler; Katja, I. M. Gisler

Year of publication:	2014
Authors:	Fengler, Matthias ; Gisler, Katja, I. M.
Publisher:	St. Gallen : School of Economics and Political Science, Dep. of Economics, Univ.
Subject:	Covariance spillovers \| financial crisis \| sovereign debt crisis \| spillover index \| variance decomposition \| vector autoregression \| variance spillovers \| Spillover-Effekt \| Spillover effect \| Finanzkrise \| Financial crisis \| VAR-Modell \| VAR model \| Varianzanalyse \| Analysis of variance \| Theorie \| Theory \| Schuldenkrise \| Debt crisis \| Korrelation \| Correlation \| Volatilität \| Volatility \| Schätzung \| Estimation

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