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factors determinatives, the persistence of shocks and asymmetry in the volatility, by means of the application of ARCH …/GARCH models. The empirical results had shown persistence reactions and asymmetry in the volatility, that is, the negative and …
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must be careful with the stability and the possible asymmetry of Okun’s Law. We apply these ideas to the Portuguese economy …
Persistent link: https://www.econbiz.de/10005510372