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Linkages Among Asset Markets in the United States - Tests in a Bivariate GARCH Framework

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Author Info
Salim M. Darbar
Parha Deb

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 99/158.

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Date of creation: 01 Nov 1999
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Handle: RePEc:imf:imfwpa:99/158

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Keywords: Capital markets United States Stock markets Bonds Economic models

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  3. Enrique Alberola & Susana G. Cervero & Humberto Lopez & Angel Ubide, 2000. "Global Equilibrium Exchange Rates: Euro, Dollar, "Ins," "Outs," and Other Major Currencies in a Panel Cointegration Framework," Econometric Society World Congress 2000 Contributed Papers 0051, Econometric Society. [Downloadable!]
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  4. Antonia López Villavicencio, 2006. "Real equilibrium exchange rates. A panel data approach for advanced and emerging economies," Working Papers wpdea0605, Department of Applied Economics at Universitat Autonoma of Barcelona. [Downloadable!]
  5. Antonia López Villavicencio & Josep Lluís Raymond Bara, 2006. "The short and long-run determinants of the real exchange rate in Mexico," Working Papers wpdea0606, Department of Applied Economics at Universitat Autonoma of Barcelona. [Downloadable!]
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  7. Maurice Obstfeld & Kenneth Rogoff, 2006. "Perspectives on OECD Economic Integration: Implications for US Current Account Adjustment," Center for International and Development Economics Research, Working Paper Series 1006, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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