Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cifarelli, Giulio & Paladino, Giovanna, 2010.
"Oil price dynamics and speculation: A multivariate financial approach,"
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- Giulio Cifarelli & Giovanna Paladino, 2008. "Oil price Dynamics and Speculation. A Multivariate Financial Approach," Working Papers - Economics wp2008_15.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
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More about this item
Keywordsfeedback trading; autocorrelated returns; behavioural ICAPM; GARCH-M; equity and bond markets; international evidence;
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