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Detecting financial contagion in a multivariate system : conference paper
Blatt, Dominik
;
Candelon, Bertrand
;
Manner, Hans
-
2014
multivariate model. First, it identifies
structural
breaks
in the volatility of a given set of countries. Then a structural break …
Persistent link: https://www.econbiz.de/10010484769
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