Another look about the evolution of the risk premium: a VAR-GARCH-M model
Year of publication: |
2003
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Authors: | Iglesias, Emma M. ; Phillips, Garry D.A. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 20.2003, 4, p. 777-790
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