Modeling Systemic Risk with Markov Switching Graphical SUR Models
With Monica Billio, Roberto Casarin, and Massimo Guidolin. Journal of Econometrics, 2019, Vol. 210, No. 1, 58–74.
With Monica Billio, Roberto Casarin, and Massimo Guidolin. Journal of Econometrics, 2019, Vol. 210, No. 1, 58–74.