Volatility Spillovers and Dynamic Correlation in European...

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Volatility Spillovers and Dynamic Correlation in European Bond Markets

Skintzi, Vasiliki D., Refenes, Apostolos N.
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Year:
2004
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.493962
File:
PDF, 307 KB
english, 2004
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