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Finance Research Letters 2020 / 5

Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model

Beyene, Nardos, Huang, Peng, Hueng, C. James
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Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2020.101571
Date:
May, 2020
File:
PDF, 1.11 MB
2020
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