Volatility Transmission in Financial Markets: A New Approach
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-01-28 (All new papers)
- NEP-ECM-2007-01-28 (Econometrics)
- NEP-ETS-2007-01-28 (Econometric Time Series)
- NEP-SEA-2007-01-28 (South East Asia)
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