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subject:"Canada"
~isPartOf:"The Manchester School"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Credit risk"
~subject:"Volatility"
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Canada
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Großbritannien
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Caporale, Guglielmo Maria
Beirne, John
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Gil-Alaña, Luis A.
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The Manchester School
Economics and finance working paper series
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ECONIS (ZBW)
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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
Fractional cointegration and aggregate money demand functions
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The Manchester School
73
(
2005
)
6
,
pp. 737-753
Persistent link: https://www.econbiz.de/10003202926
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