Fałdziński, Marcin; Osińska, Magdalena; Zdanowicz, Tomasz - In: Central European Journal of Economic Modelling and … 4 (2012) 1, pp. 45-64
transfer of risk across the financial markets all over the world using the Granger causality in risk test. The concept of … globe. The original idea of the Granger causality in risk assumes usage of Value at Risk as a risk measure. We extended the …
