Granger causality and systemic risk
Year of publication: |
November 2015
|
---|---|
Authors: | Balboa, Marina ; López-Espinosa, Germán ; Rubia, Antonio |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 49-58
|
Subject: | Interconnection | Spillover | Financial contagion | Theorie | Theory | Kausalanalyse | Causality analysis | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk |
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