Department of Economics and Business Economics

Spillover dynamics for systemic risk measurement using spatial financial time series models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Francisco Blasques, Vrije Universiteit Amsterdam, Netherlands
  • Simon Johannes Maria Koopman
  • André Lucas, Vrije Universiteit Amsterdam, Netherlands
  • Julia Schaumburg, Vrije Universiteit Amsterdam, Netherlands
Original languageEnglish
JournalJournal of Econometrics
Volume195
Issue2
Pages (from-to)211–223
Number of pages13
ISSN0304-4076
DOIs
Publication statusPublished - 2016

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