Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	14-107/III

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title = "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models",

author = "F. Blasques and S.J. Koopman and A. Lucas and J. Schaumburg",

year = "2014",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "14-107/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models

AU - Blasques, F.

AU - Koopman, S.J.

AU - Lucas, A.

AU - Schaumburg, J.

PY - 2014

Y1 - 2014

M3 - Working paper

T3 - TI Discussion Paper

BT - Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models

PB - Tinbergen Institute

CY - Amsterdam

ER -