Time varying price discovery
Year of publication: |
2015
|
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Authors: | Avino, Davide ; Lazar, Emese ; Varotto, Simone |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 126.2015, p. 18-21
|
Subject: | Credit spreads | Price discovery | Multivariate GARCH | Börsenkurs | Share price | ARCH-Modell | ARCH model | Kointegration | Cointegration | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Volatilität | Volatility | Theorie | Theory | Multivariate Analyse | Multivariate analysis |
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