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Estimating large-dimensional connectedness tables: the great moderation through the lens of sectoral spillovers

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Authors and Corporations: Brunner, Felix (Author), Hipp, Ruben (Author)
Other Authors: Hipp, Ruben 1990- [Author]
Edition: Last updated: August 5, 2021
Type of Resource: E-Book
Language: English
published:
[Ottawa] Bank of Canada [2021]
Series: Bank of Canada: Staff working paper ; 2021, 37
Subjects:
Source: Verbunddaten SWB
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