Is there a liquidity effect? An investigation using the Kalman filter
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Policy Modeling.
Volume (Year): 19 (1997)
Issue (Month): 6 (December)
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Web page: http://www.elsevier.com/locate/inca/505735
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- Antonis Michis, 2011. "Multiscale Analysis of the Liquidity Effect," Working Papers 2011-5, Central Bank of Cyprus.
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