Is there a liquidity effect? An investigation using the Kalman filter
| Year of publication: |
1997
|
|---|---|
| Authors: | Boyd, Roy ; Caporale, Tony |
| Published in: |
Journal of Policy Modeling. - Elsevier, ISSN 0161-8938. - Vol. 19.1997, 6, p. 627-634
|
| Publisher: |
Elsevier |