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subject:"VAR model"
~isPartOf:"Economics and finance working paper series"
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Girardi, Alessandro
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Price discovery and trade fragmentation in a multi-market environment : evidence from the MTS system
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
2011
Persistent link: https://www.econbiz.de/10009231325
Saved in:
2
Fiscal spillovers in the euro area
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
2011
Persistent link: https://www.econbiz.de/10009357273
Saved in:
3
Time-Varying spot and futures oil prices dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
-
2010
Persistent link: https://www.econbiz.de/10003963295
Saved in:
4
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
2009
Persistent link: https://www.econbiz.de/10003942331
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