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Apanard Penny , Angkinand ; Hyeongwoo, Kim ; James R., Barth. (2010) Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns.
In: Chapters. RePEc:elg:eechap:13642_2.

Full description at Econpapers

cites:

Hansen, Lars P. (1982), ‘Large sample properties of generalized method of moments estimators’, Econometrica, 50, 1029–54.

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