Time-variation in the Effects of Push and Pull Factors on Portfolio Flows: Evidence from a Bayesian Dynamic Factor Model
Bettendorf T., Karadimitropoulou A.
Shock amplification in an interconnected financial system of banks and investment funds
Covi G., Deipenbrock M., del Vecchio L., Fiedor P., Fukker G., Gehrend M., Gourdel R., Grassi A., Schilte A., Sydow M., Tente N.
