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isPartOf:"Policy research working paper : WPS"
type_genre:"Arbeitspapier"
~isPartOf:"Discussion paper series"
~isPartOf:"Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen"
~person:"Dhaene, Geert"
~subject:"currency risk"
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Policy research working paper : WPS
Discussion paper series
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
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