Correlations and spillovers among three euro rates: evidence using realised variance
Year of publication: |
2010
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Authors: | McMillan, David ; Ruiz, Isabel ; Speight, Alan |
Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 16.2010, 8, p. 753-768
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