DOI10.1515/snde-2020-0007WikidataQ114133128 ScholiaQ114133128MaRDI QIDQ6039123
Dimitris Hatzinikolaou, Georgios Sarigiannidis
Publication date: 3 May 2023 Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
zbMATH Keywords
threshold; spread; macroeconomic risk
Mathematics Subject Classification ID
62-XX: Statistics
91-XX: Game theory, economics, finance, and other social and behavioral sciences