Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk?
Year of publication: |
2013
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Authors: | Ulibarri, Carlos A. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 12892786. - Vol. 25.2013, p. 60-69
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