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Did long-memory of liquidity signal the European sovereign debt crisis?

Z. Sun, Philip A. Hamill, Youwei Li, Y. C. Yang, S. A. Vigne. Did long-memory of liquidity signal the European sovereign debt crisis?. Annals OR, 282(1-2):355-377, 2019. [doi]

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Z. Sun

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Philip A. Hamill

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Youwei Li

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Y. C. Yang

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S. A. Vigne

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