Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market

Volume

31

Pagination

58 - 84

DOI

10.1002/jae.2457

Journal

JOURNAL OF APPLIED ECONOMETRICS

Issue

1

ISSN

0883-7252

Metadata

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Authors

Giraitis, L; Kapetanios, G; Wetherilt, A; Zikes, F

URI

http://qmro.qmul.ac.uk/xmlui/handle/123456789/7580

Collections

Economics and Finance [94]