Market integration, systemic risk and diagnostic tests in large mixed panels (Q5861058)
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scientific article; zbMATH DE number 7484576
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Market integration, systemic risk and diagnostic tests in large mixed panels |
scientific article; zbMATH DE number 7484576 |
Statements
Market integration, systemic risk and diagnostic tests in large mixed panels (English)
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4 March 2022
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autoregressive (AR) approximation
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cross-sectional dependence
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diagnostic tests
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CD and Schott tests
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market integration
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systemic risk
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0.7576073408126831
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0.7389236092567444
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0.7292282581329346
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0.7282469272613525
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0.7269895076751709
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