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Items where Author is "Lahaye, Jérôme"

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Article

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. DOI https://doi.org/10.1016/j.jimonfin.2014.07.002

This list was generated on Sat Jan 28 23:24:59 2023 GMT.