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pro vyhledávání: '"Luisi, Angelo"'
Publikováno v:
In Journal of International Money and Finance April 2022 122
Autor:
Candelon, Bertrand, Luisi, Angelo
Global vector autoregressive (GV AR) models are one of the most established econometric frameworks to measure shock transmission in economics and finance. Nevertheless, they are based on ad hoc matrices of distance W, proxying for the tightness of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1493::2637eebe4fb09965d0fd78d7fd4f077a
https://hdl.handle.net/2078.1/235311
https://hdl.handle.net/2078.1/235311
