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
ISSN
0883-7252
Metadata
Show full item recordAuthors
Giraitis, L; Kapetanios, G; Wetherilt, A; Zikes, FCollections
- Economics and Finance [369]