Infographics: Patterns Of Information Flows Sharing And Volatility Spillovers
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- Pfaff, Bernhard, 2008. "VAR, SVAR and SVEC Models: Implementation Within R Package vars," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i04).
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Keywords
Information flows; volatility spillovers; volatility; crises;All these keywords.
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