Rights statement: This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Journal of Financial Econometrics following peer review. The definitive publisher-authenticated version Matteo Barigozzi, Marc Hallin, Stefano Soccorsi, Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models, Journal of Financial Econometrics, Volume 17, Issue 3, Summer 2019, Pages 462–494, https://doi.org/10.1093/jjfinec/nby006 is available online at: https://academic.oup.com/jfec/article/17/3/462/4915925
Accepted author manuscript, 4.19 MB, PDF document
Available under license: CC BY-NC: Creative Commons Attribution-NonCommercial 4.0 International License
Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
<mark>Journal publication date</mark> | 1/07/2019 |
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<mark>Journal</mark> | Journal of Financial Econometrics |
Issue number | 3 |
Volume | 17 |
Number of pages | 33 |
Pages (from-to) | 462-494 |
Publication Status | Published |
Early online date | 1/03/18 |
<mark>Original language</mark> | English |