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Centre for Monetary and Financial Economics

2 published titles

Monetary policy and the exchange rate during the Asian crisis : identification through heteroscedasticity

(Contributor)

1 edition

  • South Bank University, Centre for Monetary and Financial Economics
  • 2000
  • Details

Long range dependence in daily stock returns

(Contributor)

1 edition

  • South Bank University, Centre for Monetary and Financial Economics
  • 2001
  • Details

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