C/- University of Queensland Business School
St Lucia, 4071 Brisbane
University of Tasmania
in Total Papers Downloads
banking, insurance, systemic risk
asset backed securities, subprime mortgages, financial crisis, factor models, Kalman Filter
Global financial crisis, financial contagion, financial markets
Contagion, Structural GARCH, Global Financial Crisis
Structural VECM Models, Term Premium, Crisis
monetary policy, central banks, latent factor model
trend-cycle decomposition, data revision, state-space form
data revisions, state-space models, Kalman filter, Kalman smoother, trend-cycle decomposition
network, sovereign debt, financial institutions, systemic risk, contagion
Flight-to-safety, Flight-to-quality, Mutual-excitation in jumps, High-frequency data, Financial contagion, Stock-bond comovement, Asset market linkages, Financial crises, Volatility feedback effect
Global financial crisis, financial contagion, banking institutions, asset pricing, GARCH
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