Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models

By Francisco Blasques, S. J. Koopman, André Lucas, Julia Schaumburg. 2016

125 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/35317171ecd8d7fd1c50407f4b7ed4867cd25c7b