Modeling systemic risk with Markov Switching Graphical SUR models
- Submitting institution
-
Queen Mary University of London
- Unit of assessment
- 16 - Economics and Econometrics
- Output identifier
- 877
- Type
- D - Journal article
- DOI
-
10.1016/j.jeconom.2018.11.005
- Title of journal
- Journal of Econometrics
- Article number
- -
- First page
- 58
- Volume
- 210
- Issue
- 1
- ISSN
- 0304-4076
- Open access status
- Exception within 3 months of publication
- Month of publication
- May
- Year of publication
- 2019
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- 17 - Business and Management Studies
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
3
- Research group(s)
-
-
- Citation count
- 7
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
