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Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
The economic journal : the journal of the Royal …
119
(
2009
),
pp. 158-171
Persistent link: https://www.econbiz.de/10003805251
Saved in:
2
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
Diebold, Francisx
;
Yilmaz, Kamil
- In:
The economic journal : the journal of the Royal …
119
(
2009
)
534
,
pp. 158-171
Persistent link: https://www.econbiz.de/10008167701
Saved in:
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