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Overseas market shocks and VKOSPI dynamics: A Markov-switching approach
Song, Wonho, Ryu, Doojin, Webb, Robert I.Volume:
16
Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2015.12.007
Date:
February, 2016
File:
PDF, 379 KB
english, 2016