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Journal of risk
Money Macro and Finance (MMF) Research Group Conference 2003
111
Money Macro and Finance (MMF) Research Group Conference 2004
101
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99
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Dynamic linkages in credit risk : modeling the time-varying correlation between the money and derivatives markets over the crisis period
Wu, Weiou
;
McMillan, David G.
- In:
Journal of risk
16
(
2013
)
2
,
pp. 51-59
Persistent link: https://www.econbiz.de/10010237929
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Realized hedge ratio properties, performance and implications for risk management : evidence from the Spanish IBEX 35 spot and futures markets
McMillan, David G.
;
Garcia, Raquel Quiroga
- In:
Journal of risk
12
(
2009/10
)
4
,
pp. 33-48
Persistent link: https://www.econbiz.de/10003995403
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