Retrieving the vanishing liquidity effect--a threshold vector autoregressive model
| Year of publication: |
1999
|
|---|---|
| Authors: | Shen, Chung-Hua ; Chiang, Thomas Chi-Nan |
| Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 51.1999, 3, p. 259-277
|
| Publisher: |
Elsevier |