Results for financial crises

Publications & Outputs

1. Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models

   Barigozzi, M., Hallin, M. & Soccorsi, S., 1/07/2019, In: Journal of Financial Econometrics. 17 , 3, p. 462-494 33 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review