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FTSE MIB index and its volatility, is examined using a trivariate Vector Autoregressive model, taking into account the …
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We use a Smooth Transition Conditional Correlation GARCH (STCC-GARCH) model applied to the euro area monetary policy …
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Assessing European financial integration has proved difficult because of complex financial intermediation activities carried out in some European financial centres (Ireland, Luxembourg, and the Netherlands) whose scale has grown enormously over time. We refer to these three countries as "onshore...
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