Liquidity transmission and the subprime mortgage crisis : a multivariate GARCH approach. / Xiao, Ling; Dhesi, Gurjeet; Ceptureanu, Eduard Gabriel; Lin, Kevin ; Herteliu, Claudiu; Syed, Babar; Ceptureanu, Sebastian Ion.

In: Soft computing, 24.02.2020, p. 1-8.

Research output: Contribution to journalArticlepeer-review

  • Ling Xiao
  • Gurjeet Dhesi
  • Eduard Gabriel Ceptureanu
  • Kevin Lin
  • Claudiu Herteliu
  • Babar Syed
  • Sebastian Ion Ceptureanu
Original languageEnglish
Pages (from-to)1-8
Number of pages8
JournalSoft computing
Publication statusPublished - 24 Feb 2020
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 37752177