Measuring the frequency dynamics of financial and macroeconomic connectedness
Year of publication: |
01/13/2016
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Authors: | Barunik, Jozef ; Krehlik, Tomas |
Publisher: |
Kiel : FinMaP Research Office |
Subject: | Connectedness | frequency | spectral analysis | market risk | business cycles | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (37 Seiten) Illustrationen |
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Series: | Finmap working paper. - Kiel : Univ., ZDB-ID 2785854-6. - Vol. no. 54 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/125824 [Handle] |
Classification: | c18 ; c58 ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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