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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Econometric reviews"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Spillover dynamics for systemic risk measurement using spatial financial time series models : conference paper
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
-
2014
-specific and Europe-wide risk factors. The
estimation
results indicate a high, time-varying degree of spatial spillovers in the …
Persistent link: https://www.econbiz.de/10010491085
Saved in:
2
Editorial: Special issue on statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
;
Bordignon, Silvano
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 1-3
Persistent link: https://www.econbiz.de/10003800644
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