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      Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*

      Author(s): 1 , 2
      Publication date Created:
      Publication date (Electronic):
      Journal: Journal of Financial Econometrics
      Publisher: Oxford University Press (OUP)

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          Investigating Causal Relations by Econometric Models and Cross-spectral Methods

          C. W. J. Granger (1969)
          Article 0 comments Cited 1724 times – based on 0 reviews     Review now
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            Co-Integration and Error Correction: Representation, Estimation, and Testing

            Robert F. Engle, C. W. J. Granger (1987)
            Article 0 comments Cited 1352 times – based on 0 reviews     Review now
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              Better to give than to receive: Predictive directional measurement of volatility spillovers

              Francis X Diebold, Kamil Yilmaz (2012)
              Article 0 comments Cited 832 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Financial Econometrics
                Publisher: Oxford University Press (OUP)
                ISSN (Print): 1479-8409
                ISSN (Electronic): 1479-8417
                Publication date Created: 2018
                Publication date Created: March 01 2018
                Publication date Created: February 17 2018
                Publication date Other: 2018
                Publication date (Print): March 01 2018
                Publication date (Electronic): February 17 2018
                Volume: 16
                Issue: 2
                Pages: 271-296
                Affiliations
                [1 ]Institute of Economic Studies, Charles University
                [2 ]Institute of Information Theory and Automation, The Czech Academy of Sciences
                Article
                DOI: 10.1093/jjfinec/nby001
                SO-VID: c383c689-9786-4a70-bb4d-47620e364bdc
                Copyright © © 2018
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                http://academic.oup.com/journals/pages/about_us/legal/notices

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