Ling Xiao, Gurjeet Dhesi, Eduard Gabriel Ceptureanu, Kevin Lin, Claudiu Herteliu, Babar Syed, Sebastian Ion Ceptureanu. Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach. Soft Comput., 24(18):13871-13878, 2020. [doi]
Abstract is missing.