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Browsing by Author Beirne, J

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Issue DateTitleAuthor(s)
2009Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysisBeirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N
2008Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approachBeirne, J; Caporale, GM; Spagnolo, N
2007Is the real exchange rate stationary? - a similar sized test approach for the univariate panel casesBeirne, J; Hunter, J; Simpson, M
2010Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approachBeirne, J; Caporale, GM; Spagnolo, N
2009Volatility spillovers and contagion from mature to emerging stock marketsBeirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N
Showing results 1 to 5 of 5

 


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