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Applied Financial Economics Volume 23, 2013 - Issue 6
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Original Articles

An asymmetric DCC analysis of correlations among bank CDS indices

Go Tamakoshi Graduate School of Economics, Kobe University, Kobe, JapanCorrespondence[email protected]
&
Shigeyuki Hamori Faculty of Economics, Kobe University, Kobe, Japan
Pages 475-481 | Published online: 26 Oct 2012

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