Modeling systemic risk with Markov Switching Graphical SUR models
Volume
210
Pagination
58 - 74
Publisher
DOI
10.1016/j.jeconom.2018.11.005
Journal
Journal of Econometrics
Issue
ISSN
0304-4076
Metadata
Show full item recordAuthors
Bianchi, D; Billio, M; Casarin, R; Guidolin, MCollections
- Economics and Finance [356]