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~person:"Collet, Jerome"
~person:"Nguyen, Duc Khuong"
~subject:"VAR-Modell"
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VAR-Modell
Spillover effect
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Volatility
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Volatility spillovers
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volatility spillovers
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emerging market debt
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market volatility
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sovereign bond markets
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structural vector autoregressive
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Credit market
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Collet, Jerome
Nguyen, Duc Khuong
Abakah, Emmanuel Joel Aikins
2
Da̜browski, Marek A.
2
Fijorek, Kamil
2
Floros, Christos
2
Gillas, Konstantinos Gkillas
2
Hammoudeh, Shawkat
2
Kang, Sang Hoon
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Papież, Monika
2
Tiwari, Aviral Kumar
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Tsouknidis, Dimitris A.
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1
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1
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BenMabrouk, Houda
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Bohl, Martin T.
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Bui Thi Huong Lan
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Hamori, Shigeyuki
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International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
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Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
Saved in:
2
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
3
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
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