Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration
| Year of publication: |
2013
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|---|---|
| Authors: | Gębka, Bartosz ; Karoglou, Michail |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 9, p. 3639-3653
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