Intra-market sovereign linkages of key Latin American markets
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- Jovan Njegic & Milica Stankovic & Dejan Živkov, 2019. "What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 95-119, February.
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More about this item
KeywordsIntra-market dynamics; Sovereign linkages; Common stochastic component;
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