Multivariate GARCH Modeling of CDS Return Volatility Transmission in BRIC T Countries

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URAL M., DEMİRELİ E.

International Conference on Social Science and Economics (ICSSE), Zürich, Switzerland, 25 December 2015, pp.51-56, (Full Text)

• Publication Type: Conference Paper / Full Text
• City: Zürich
• Country: Switzerland
• Page Numbers: pp.51-56
• Dokuz Eylül University Affiliated: Yes