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Keywords: Vector autoregression
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Journal Articles
Journal of Capital Markets Studies (2020) 4 (2): 145–166.
Published: 13 November 2020
... ratio tests Vector autoregression © Silvio John Camilleri, Semiramis Vassallo and Ye Bai 2020 Silvio John Camilleri, Semiramis Vassallo and Ye Bai Published in Journal of Capital Markets Studies. Published by Emerald Publishing Limited. This article is published under the Creative...

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