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Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model
Beyene, Nardos, Huang, Peng, Hueng, C. JamesJournal:
Finance Research Letters
DOI:
10.1016/j.frl.2020.101571
Date:
May, 2020
File:
PDF, 1.11 MB
2020