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Systemic Risks and the Macroeconomy

By Systemic Risk, Gianni De Nicolo and Marcella LucchettaUniversità Ca, Foscari Venezia, Gianni De Nicolò and Marcella LucchettaInternational Monetary, Fund Wp, Prepared Gianni, De Nicolò and Marcella Lucchetta

Abstract

Authorized for distribution by Stijn Claessen

Topics: Systemic Risk, Dynamic Factor Model, Quantile Regressions
Year: 2010
OAI identifier: oai:CiteSeerX.psu:10.1.1.173.2095
Provided by: CiteSeerX
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