Risk monitoring systems in real-time based on dynamic factor models
Year of publication: |
2017
|
---|---|
Authors: | Lucchetta, Marcella |
Published in: |
Systemic risk tomography : signals, measurement and transmission channels. - London : ISTE Press, ISBN 1-78548-085-5. - 2017, p. 191-235
|
Subject: | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Frühwarnsystem | Early warning system | Geldpolitik | Monetary policy | G7-Staaten | G7 countries |
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