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 journalArticle

Published

Standard

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 journalArticle

Harvard

Xiao, L, Dhesi, G, Ceptureanu, EG, Lin, K, Herteliu, C, Syed, B & Ceptureanu, SI 2020, 'Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach', Soft computing, pp. 1-8. https://doi.org/10.1007/s00500-020-04772-4

APA

Xiao, L., Dhesi, G., Ceptureanu, E. G., Lin, K., Herteliu, C., Syed, B., & Ceptureanu, S. I. (2020). Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach. Soft computing, 1-8. https://doi.org/10.1007/s00500-020-04772-4

Vancouver

Xiao L, Dhesi G, Ceptureanu EG, Lin K, Herteliu C, Syed B et al. Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach. Soft computing. 2020 Feb 24;1-8. https://doi.org/10.1007/s00500-020-04772-4

Author

Xiao, Ling ; Dhesi, Gurjeet ; Ceptureanu, Eduard Gabriel ; Lin, Kevin ; Herteliu, Claudiu ; Syed, Babar ; Ceptureanu, Sebastian Ion. / Liquidity transmission and the subprime mortgage crisis : a multivariate GARCH approach. In: Soft computing. 2020 ; pp. 1-8.

BibTeX

@article{edfcbc9757644376a24d8993aee71d6c,
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",
month = feb,
day = "24",
doi = "10.1007/s00500-020-04772-4",
language = "English",
pages = "1--8",
journal = "Soft computing",
issn = "1432-7643",
publisher = "Springer",

}

RIS

TY - JOUR

T1 - Liquidity transmission and the subprime mortgage crisis

T2 - a multivariate GARCH approach

AU - Xiao, Ling

AU - Dhesi, Gurjeet

AU - Ceptureanu, Eduard Gabriel

AU - Lin, Kevin

AU - Herteliu, Claudiu

AU - Syed, Babar

AU - Ceptureanu, Sebastian Ion

PY - 2020/2/24

Y1 - 2020/2/24

U2 - 10.1007/s00500-020-04772-4

DO - 10.1007/s00500-020-04772-4

M3 - Article

SP - 1

EP - 8

JO - Soft computing

JF - Soft computing

SN - 1432-7643

ER -