Econometric Modeling of Systemic Risk: Going Beyond Pairwise Comparison and Allowing for Nonlinearity (2017)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Publication URI: http://www.systemicrisk.ac.uk/publications/discussion-papers/econometric-modeling-systemic-risk-going-beyond-pairwise-comparison
Type: Working Paper
Issue: DP66