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Dynamic factor models and financial connectedness: An application to the major national banking systems around the world

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dc.contributor.advisorYılmaz, Kamil
dc.contributor.kuauthorMaster Student, Demirer, Mert
dc.contributor.programEconomics
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES
dc.coverage.spatialİstanbul
dc.date.accessioned2024-11-09T22:36:18Z
dc.date.issued2013
dc.format.extentvii, 58 l. : ill. 30 cm.
dc.identifier.urihttps://hdl.handle.net/20.500.14288/5745
dc.keywordsFinancial connectedness
dc.keywordsDynamic factor models
dc.keywordsRisk measurement
dc.keywordsSystemic risk
dc.keywordsSystemically important financial institutions
dc.keywordsVector autoregression
dc.keywordsVariance decomposition
dc.language.isoeng
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectBanks and banking
dc.titleDynamic factor models and financial connectedness: An application to the major national banking systems around the world
dc.typeThesis
dspace.entity.typePublication
local.contributor.kuauthorDemirer, Mert
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