(Quantile) Spillover Indexes: simulation-based evidence, confidence intervals and a decomposition
Massimiliano Caporin (University of Padova, Italy)
- TI Complexity in Economics Seminars
Massimiliano Caporin (University of Padova, Italy)
Christian Brownlees (Pompeu Fabra University, Spain)
Timo Dimitriadis (Heidelberg University, Germany)
Martin Cerny (Charles University Prague, Czech Republic)
Mathieu Leduc (Paris School of Economics, France)