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Systemic risk,real GDP growth,and sentiment |
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| Authors: | Kanas Angelos Zervopoulos Panagiotis D |
| Institution: | 1.Department of Economics, University of Piraeus, Pireas, Greece ;2.Hellenic Open University, Patras, Greece ;3.Department of Management, University of Sharjah, Sharjah, United Arab Emirates ; |
| Abstract: | Review of Quantitative Finance and Accounting - Using a mixed frequency VAR methodology, which can accommodate variables with different frequencies in a VAR framework, we model the relation between... |
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