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Contagion in major CDS markets for the post Global Financial Crisis : a multivariate AR-FIGARCH-cDCC approach
Tsiaras, Konstantinos
;
Simos, Theodore
- In:
Argomenti : rivista di economia, cultura e ricerca sociale
16
(
2020
),
pp. 79-99
Persistent link: https://www.econbiz.de/10012643923
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