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0556326 - ÚTIA 2023 CZ eng V - Research Report
Greenwood-Nimmo, M. - Kočenda, Evžen - Nguyen, V. H.
Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis.
Praha: Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, 2021. 43 s. IES Working Papers, 29/2021.
Institutional support: RVO:67985556
Keywords : Spillover index * systemic events * bootstrap-after-bootstrap procedure
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2022/E/kocenda-0556326.pdf
Permanent Link: http://hdl.handle.net/11104/0330839