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< Back to Volume 22

Issue 1 from Volume 22

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  • Articles from Issue 1
  • Contagion in Crude Oil Futures Market and 3Y, 4Y and 5Y CDS Markets for the Post-Global Financial Crisis Period: A Multivariate GARCH-cDCC Approach
  • Identifying Price Jumps from Daily Data with Bayesian vs. Non-Parametric Methods

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