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~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~person:"Baltagi, Badi H."
~person:"Escanciano, Juan Carlos"
~person:"Gjika, Dritan"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"Bid-ask spread"
~subject:"Correlation"
~subject:"Economic information"
~type_genre:"Article in journal"
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Baltagi, Badi H.
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Stock market comovements in Central Europe : evidence from the asymmetric DCC model
Gjika, Dritan
;
Horváth, Roman
- In:
Economic modelling
33
(
2013
),
pp. 55-64
Persistent link: https://www.econbiz.de/10010192060
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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