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Measuring Flight-to-Quality with Granger-Causality Tail Risk Networks
Corsi, Fulvio, Lillo, Fabrizio, Pirino, DavideYear:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2576078
File:
PDF, 758 KB
english, 2015