The Dynamic Factor Network Model with an Application to Global Credit-Risk

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

Name	TI Discussion Papers
No.	105/III

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@techreport{1d838a9c56434e0fa59c27f40a1a676f,

title = "The Dynamic Factor Network Model with an Application to Global Credit-Risk",

author = "F.U. Brauning and S.J. Koopman",

year = "2016",

language = "English",

series = "TI Discussion Papers",

publisher = "Tinbergen Institute",

number = "105/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}