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~isPartOf:"International journal of financial research"
~person:"Sum, Vichet"
~subject:"Aktienmarkt"
~subject:"cointegration"
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Impulse response functions and causality test of financial stress and stock market risk premiums
Sum, Vichet
- In:
International journal of financial research
4
(
2013
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009701638
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