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~isPartOf:"Working papers"
~language:"eng"
~person:"Caporin, Massimiliano"
~person:"Hasse, Jean-Baptiste"
~subject:"Estimation"
~subject:"Geldpolitik"
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
2
Does the yield curve signal recessions? : new evidence from an international panel data analysis
Hasse, Jean-Baptiste
;
Lajaunie, Quentin
-
2020
Persistent link: https://www.econbiz.de/10012387186
Saved in:
3
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
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