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Original Articles

Temporary ban on short positions and financial market volatility: evidence from the Madrid Stock Market

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References

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  • Bai, J. and Perron, P. (2003) Computation and analysis of multiple structural change models, Journal of Applied Econometrics, 18, 1–22. doi:10.1002/jae.659
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  • Valentinyi-Endrész, M. (2004) Structural breaks and financial risk management, Working Paper 11, Magyar Nemzeti Bank, Budapest.

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