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Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe
Blatt, Dominik, Candelon, Bertrand, Manner, HansVolume:
59
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2015.06.003
Date:
October, 2015
File:
PDF, 2.03 MB
english, 2015