Measuring the frequency dynamics of financial connectedness and systemic risk

Jozef Baruník and Tomáš Křehlík

Year of publication:	2018
Authors:	Baruník, Jozef ; Křehlík, Tomáš
Published in:	Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 16.2018, 2, p. 271-296
Subject:	connectedness \| frequency \| spectral analysis \| systemic risk \| Systemrisiko \| Systemic risk \| Zeitreihenanalyse \| Time series analysis \| Finanzkrise \| Financial crisis \| Finanzmarkt \| Financial market \| Risiko \| Risk

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