Travail de recherche/Working paper
| Titre: |
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| Auteur: | Geraci, Marco Valerio; Gnabo, Jean-Yves |
| Statut de publication: | Publié, 2015-12 |
| series: | ECARES Working Papers, ECARES 2015-51 |
| Sujet CREF: | Economie générale |
| Sujet JEL: | General Financial Markets: General (includes Measurement and Data) |
| General Financial Markets: Government Policy and Regulation | |
| Multiple or Simultaneous Equation Models: Time-Series Models | |
| Model Construction and Estimation | |
| Computational Techniques | |
| Volumes/pages: | 61 p. |
| Mots-clés: | financial interconnectedness |
| time-varying parameter | |
| granger causality | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/249920 |
