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Original Articles

A note on spurious regressions between stationary series

Pages 1225-1230 | Published online: 28 Nov 2008

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Roman Horváth, Štefan Lyócsa & Eduard Baumöhl. (2018) Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance. The European Journal of Finance 24:5, pages 391-412.
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