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A note on the importance of overnight information in risk management models

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  • Taylor, Nicholas

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  • Taylor, Nicholas, 2007. "A note on the importance of overnight information in risk management models," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 161-180, January.
    • Handle: RePEc:eee:jbfina:v:31:y:2007:i:1:p:161-180
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