Networks in risk spillovers: A multivariate GARCH perspective
Year of publication: |
2018
|
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Authors: | Billio, Monica ; Caporin, Massimiliano ; Frattarolo, Lorenzo ; Pelizzon, Loriana |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | spatial GARCH | network | risk spillover | financial spillover |
Series: | SAFE Working Paper ; 225 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3239369 [DOI] 1029683409 [GVK] hdl:10419/181755 [Handle] RePEc:zbw:safewp:225 [RePEc] |
Classification: | c58 ; G10 - General Financial Markets. General |
Source: |
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica, (2018)
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica, (2020)
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Networks in risk spillovers : a multivariate GARCH perspective
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica, (2018)
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Networks in Risk Spillovers : A Multivariate GARCH Perspective
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Networks in risk spillovers : a multivariate GARCH perspective
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