EMU equity markets' return variance and spillover effects from the short-term interest rate
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DOI: 10.1080/14697688.2012.712211
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- Liang, Ruibin & Cheng, Sheng & Cao, Yan & Li, Xinran, 2024. "Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
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