Travail de recherche/Working paper
Titre: |
|
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 |