Asymmetric Dynamic Conditional Copula Correlation and Fundamental Determinants of Interest Rate Comovement
Priyanshi Gupta , Sanjay Sehgal
Journal of Economic Integration. 2019;34(4):667-704.   Published online 2019 Nov 29     DOI: https://doi.org/10.11130/jei.2019.34.4.667
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