Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe Dominik Blatta , Bertrand Candelonb,∗, Hans Mannerc a Department of Economics, Maastricht University

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Date: 2017-10-02 09:01:58		Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe Dominik Blatta , Bertrand Candelonb,∗, Hans Mannerc a Department of Economics, Maastricht University Add to Reading List Source URL: static.uni-graz.at Download Document from Source Website File Size: 361,73 KB Share Document on Facebook