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Exchange rate and interest rate exposure of UK industries using first-order autoregressive exponential GARCH-in-mean (EGARCH-M) approach
Olugbode, Mojisola
;
El-Masry, Ahmed M.
;
Pointon, John
- In:
The Manchester School
82
(
2014
)
4
,
pp. 409-464
Persistent link: https://www.econbiz.de/10010420062
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