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Spillover effects, gold, stock market, bond market
comovement, vector autoregressive models
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
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Covariance, filters, vector autoregressive models
Hedging, bank capital regulation, interest rates
Small and large banks, VAR, impulse response functions
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: j-0335.pdf
File name: caje.pdf
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