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~subject:"VARX – MGARCH model"
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VARX – MGARCH model
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An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?
Guarín, Alexander
;
Moreno, José Fernando
;
Vargas, Hernando
-
BANCO DE LA REPÚBLICA
-
2014
estimate a
VARX
–
MGARCH
model
to compute the short-term response of local asset prices to foreign financial shocks. Our …
Persistent link: https://www.econbiz.de/10010774629
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