On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness (Q2697971)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness |
scientific article |
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On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness (English)
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14 April 2023
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contagion
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spillovers
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financial markets
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vector autoregressions
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variance decompositions
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