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~institution:"Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid"
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Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
Novales, Alfonso
;
Nieto, Belén
;
Rubio, Gonzalo
-
Facultad de Ciencias Económicas y Empresariales, …
-
2014
macroeconomic
indicators
reflecting the state of the economy. We employ the GARCHMIDAS multiplicative two-component model of …
Persistent link: https://www.econbiz.de/10010812479
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