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/jspui/handle/123456789/7580
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