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Items where Author is "Lahaye, Jérôme"

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Gnabo, Jean-Yves and Hvozdyk, Lyudmyla and Lahaye, Jérôme (2014) 'System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies.' Journal of International Money and Finance, 48 (PA). pp. 147-174. ISSN 0261-5606

This list was generated on Tue May 17 18:47:57 2022 BST.