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                                       Details for article 62 of 93 found articles
 
 
  Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data
 
 
Title: Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data
Author: Ji, Qiang
Liu, Bing-Yue
Cunado, Juncal
Gupta, Rangan
Appeared in: North American journal of economics and finance
Paging: Volume 51 () nr. C pages p.
Year: 2020
Contents:
Publisher: Elsevier Inc.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 62 of 93 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands