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 journalArticlepeer-review

Original languageEnglish
Pages (from-to)1-8
Number of pages8
JournalSoft computing
DOIs
Publication statusPublished - 24 Feb 2020

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