Who poisons the pool? Time-varying asymmetric and nonlinear...

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Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets

Ngene, Geoffrey M., Lee Kim, Yea, Wang, Jinghua
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Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2018.12.017
Date:
January, 2019
File:
PDF, 655 KB
english, 2019
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