Time varying price discovery
Year of publication: |
2015
|
---|---|
Authors: | Avino, Davide ; Lazar, Emese ; Varotto, Simone |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 126.2015, C, p. 18-21
|
Publisher: |
Elsevier |
Subject: | Credit spreads | Price discovery | Multivariate GARCH |
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