Measuring stress in money markets : a dynamic factor approach
Year of publication: |
2014
|
---|---|
Authors: | Carpenter, Seth B. ; Demiralp, Selva ; Schlusche, Bernd ; Senyuz, Zeynep |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 1, p. 101-106
|
Subject: | Money market | Dynamic factor models | Markov-switching | Financial crisis | Finanzkrise | Geldmarkt | Faktorenanalyse | Factor analysis |
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