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A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model. (2020). Ge, S.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:20114.

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  1. European Sovereign Bond and Stock Market Granger Causality Dynamics. (2022). Morita, Rubens ; Gomes, Pedro ; Kurter, Zeynep O.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1405.

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