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This paper analyzes volatility spillovers in multivariate GARCH-type models. We show that the cross-effects between the conditional variances determine the persistence of the transmitted volatility innovations. In particular, the influence of a foreign volatility innovation on a conditional...
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The relationship between accessibility or the degree of improvement of urban transports and criminality was underestimated and even almost forgotten. This paper aims to reveal the importance of public transport policies in the evolution of crime con guration on a city. The hypothesis that the...
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