Network VAR Models to Measure Financial Contagion
Year of publication: |
2020
|
---|---|
Authors: | Ahelegbey, Daniel Felix |
Other Persons: | Giudici, Paolo (contributor) ; Hashem, Shatha Qamhieh (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Schätzung | Estimation | Schock | Shock | Preiskonvergenz | Price convergence | Unternehmensnetzwerk | Business network |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 25, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3525486 [DOI] |
Classification: | C01 - Econometrics ; C32 - Time-Series Models ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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