Granger causality and systemic risk

  1. Balboa, M.
  2. López-Espinosa, G.
  3. Rubia, A.
Journal:
Finance Research Letters

ISSN: 1544-6123

Year of publication: 2015

Volume: 15

Pages: 49-58

Type: Article

DOI: 10.1016/J.FRL.2015.08.003 GOOGLE SCHOLAR