Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models
Year of publication: |
2017
|
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Authors: | Barigozzi, Matteo |
Other Persons: | Hallin, Marc (contributor) ; Soccorsi, Stefano (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Schock | Shock | Internationaler Finanzmarkt | International financial market | Globalisierung | Globalization |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 27, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2937243 [DOI] |
Classification: | C32 - Time-Series Models ; c55 ; c38 ; G01 - Financial Crises ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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