Modeling systemic risk with Markov Switching Graphical SUR models
| dc.contributor.author | Bianchi, D | en_US |
| dc.contributor.author | Billio, M | en_US |
| dc.contributor.author | Casarin, R | en_US |
| dc.contributor.author | Guidolin, M | en_US |
| dc.date.accessioned | 2019-11-13T12:29:38Z | |
| dc.date.issued | 2019-05 | en_US |
| dc.identifier.issn | 0304-4076 | en_US |
| dc.identifier.uri | https://qmro.qmul.ac.uk/xmlui/handle/123456789/61345 | |
| dc.format.extent | 58 - 74 | en_US |
| dc.language | en | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier BV | en_US |
| dc.relation.ispartof | Journal of Econometrics | en_US |
| dc.title | Modeling systemic risk with Markov Switching Graphical SUR models | en_US |
| dc.type | Article | |
| dc.rights.holder | © 2018 Elsevier B.V. All rights reserved. | |
| dc.identifier.doi | 10.1016/j.jeconom.2018.11.005 | en_US |
| pubs.issue | 1 | en_US |
| pubs.notes | Not known | en_US |
| pubs.publication-status | Published | en_US |
| pubs.volume | 210 | en_US |
| rioxxterms.funder | Default funder | en_US |
| rioxxterms.identifier.project | Default project | en_US |
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Economics and Finance [371]
