Dissecting the financial cycle with dynamic factor models





Faculty/Professorship: Supply Chain Management  ; Empirical Economics  
Author(s): Menden, Christian ; Proaño Acosta, Christian  
Title of the Journal: Quantitative Finance
ISSN: 1469-7688, 1469-7696
Publisher Information: London : Taylor & Francis
Year of publication: 2017
Volume: 17
Pages: 1965-1994
Language(s): English
DOI: 10.1080/14697688.2017.1357971
URL: http://www.scopus.com/inward/record.url?eid=2-s...
Peer Reviewed: Ja
International Distribution: Ja
Type: Article
URI: https://fis.uni-bamberg.de/handle/uniba/48521
Release Date: 27. August 2020