Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework

Jonathan A Batten, Francis Haeuck In

    Research output: Contribution to journalArticleResearchpeer-review

    4 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)881 - 892
    Number of pages12
    JournalApplied Financial Economics
    Volume16
    Issue number12
    Publication statusPublished - 2006

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