Estimating the dynamics and persistence of financial networks, with an application to the sterling money market
Year of publication: |
January-February 2016
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Authors: | Giraitis, Liudas ; Kapetanios, George ; Wetherilt, Anne Vila ; Žikeš, Filip |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 1, p. 58-84
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Subject: | Pfund Sterling | Pound Sterling | Geldmarkt | Money market | Spillover-Effekt | Spillover effect | Monte-Carlo-Simulation | Monte Carlo simulation | Großbritannien | United Kingdom | 2003-2012 |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
Language: | English |
Research data: | |
Other identifiers: | 10.1002/jae.2457 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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