Journal of Financial Markets
Vol. 45
2019
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach
Massimo
Guidolin1;
Erwin
Hansen2;
Manuela
Pedio1
1 Bocconi University · 2 University of Chile
open access
- DOI
- 10.1016/j.finmar.2019.04.001
- Volume
- 45
- Pages
- 83-114
- Language
- en
- Sources
-
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