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isPartOf:"The Manchester School"
type_genre:"Article in journal"
~isPartOf:"Review of international economics"
~person:"Caporale, Guglielmo Maria"
~subject:"Volatility"
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Volatility
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Caporale, Guglielmo Maria
Spagnolo, Nicola
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Beirne, John
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The Manchester School
Review of international economics
International Journal of Financial Studies : open access journal
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Liquidity risk, credit risk and the overknight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
The Manchester School
81
(
2013
)
6
,
pp. 925-940
Persistent link: https://www.econbiz.de/10010341577
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2
Stock market integration between three CEECs, Russia, and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Review of international economics
19
(
2011
)
1
,
pp. 158-169
Persistent link: https://www.econbiz.de/10009127584
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