Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach

Ling Xiao; Gurjeet Dhesi; Eduard Gabriel Ceptureanu; Kevin  Lin; Claudiu Herteliu; Babar Syed; Sebastian Ion Ceptureanu

doi:10.1007/s00500-020-04772-4

Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach

Ling Xiao
, Gurjeet Dhesi
, Eduard Gabriel Ceptureanu
, Kevin Lin
, Claudiu Herteliu
, Babar Syed
, Sebastian Ion Ceptureanu

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1-8
Number of pages	8
Journal	Soft computing
DOIs	https://doi.org/10.1007/s00500-020-04772-4
Publication status	Published - 24 Feb 2020

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10.1007/s00500-020-04772-4

Cite this

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title = "Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach",

author = "Ling Xiao and Gurjeet Dhesi and Ceptureanu, \{Eduard Gabriel\} and Kevin Lin and Claudiu Herteliu and Babar Syed and Ceptureanu, \{Sebastian Ion\}",

year = "2020",

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doi = "10.1007/s00500-020-04772-4",

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journal = "Soft computing",

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AU - Ceptureanu, Eduard Gabriel

AU - Lin, Kevin

AU - Herteliu, Claudiu

AU - Syed, Babar

AU - Ceptureanu, Sebastian Ion

PY - 2020/2/24

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