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Issue Date | Title | Author(s) |
---|---|---|
2016 | Macro news and stock returns in the euro area: a VAR-GARCH-in-mean analysis | Caporale, GM; Spagnolo, F; Spagnolo, N |
2018 | Exchange rates and macro news in emerging markets | Caporale, GM; Spagnolo, F; Spagnolo, N |
2017 | Macro news and commodity returns | Caporale, GM; Spagnolo, F; Spagnolo, N |
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