Projects funded by the NCN
Research on mechanisms of interdependence on financial markets - nonlinear, asymmetric stochastic dependencies in multivariate dynamic econometric models
2017/25/B/HS4/02529
Keywords:
stochastic dependence nonlinearity Bayesian inference financial contagion risk transmission
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Ekonomiczny w Krakowie, Kolegium Gospodarki i Administracji Publicznej
woj. małopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 4
Call: OPUS 13 - announced on 2017-03-15
Amount awarded: 395 460 PLN
Project start date (Y-m-d): 2018-01-12
Project end date (Y-m-d): 2022-01-11
Project duration:: 48 months (the same as in the proposal)
Project status: Project settled
Project description
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