Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk?
Ulibarri, Carlos A.Volume:
25
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2013.01.003
Date:
August, 2013
File:
PDF, 511 KB
english, 2013