Another look about the evolution of the risk premium: a VAR-GARCH-M model
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Bibliographic InfoArticle provided by Elsevier in its journal Economic Modelling.
Volume (Year): 20 (2003)
Issue (Month): 4 (July)
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Web page: http://www.elsevier.com/locate/inca/30411
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Stefano Puddu, 2013. "Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach," IRENE Working Papers 13-01, IRENE Institute of Economic Research.
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