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Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach

Xiao, Ling, Dhesi, Gurjeet, Ceptureanu, Eduard Gabriel, Lin, Kevin, Herteliu, Claudiu, Syed, Babar, Ceptureanu, Sebastian Ion
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Language:
english
Journal:
Soft Computing
DOI:
10.1007/s00500-020-04772-4
Date:
February, 2020
File:
PDF, 355 KB
english, 2020
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