Results for Financial connectedness

Publications & Outputs

1. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness

   Barigozzi, M., Hallin, M., Soccorsi, S. & von Sachs, R., 31/05/2021, In: Journal of Econometrics. 222, 1, p. 324-343 20 p.

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