IDENTIFYING THE SOURCE OF MEAN AND VOLATILITY SPILLOVERS IN IRISH EQUITIES: A MULTIVARIATE GARCH ANALYSIS
| Year of publication: |
1998
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|---|---|
| Authors: | Gallagher, Liam A. ; Twomey, Cian E. |
| Published in: |
The economic and social review. - Dublin, ISSN 0012-9984, ZDB-ID 8627642. - Vol. 29.1998, 4, p. 341-356
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