Thibaut Duprey 2017 - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014

Title Other author(s)

How to Predict Financial Stress? An Assessment of Markov Switching Models

Bank of Canada Working papers [View] (Paper: 2017-32, 05.08.2017)

JEL: C54, G01, G15

How to predict financial stress? An assessment of Markov switching models

European Central Bank Working papers [View] (Paper: 2057, 08.05.2017)

JEL: C54, G01, G15

Papers by year: All | 2017 | 2016 | 2015 | 2014