The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the …
MT Paul, JD Kimata - Applied Economics, 2016 - Taylor & Francis
This article examines the effects of persistence, asymmetry and the US subprime mortgage
crisis on the volatility of the returns and also the price discovery, efficiency and the linkages …
crisis on the volatility of the returns and also the price discovery, efficiency and the linkages …
[DOC][DOC] The Linkages, Persistence, Asymmetry in the Volatility and the effect of the US Subprime Mortgage financial crisis on, the Spot and the Futures rate's Returns in …
J Kimata - researchgate.net
This paper examines the effects of persistence, asymmetry, and the US Subprime Mortgage
crisis on the volatility of the returns and also the linkages and causality between the spot and …
crisis on the volatility of the returns and also the linkages and causality between the spot and …