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Stocks, bonds, money markets and exchange rates: measuring international financial transmission

Michael Ehrmann, Marcel Fratzscher and Roberto Rigobon

Journal of Applied Econometrics, 2011, vol. 26, issue 6, 948-974

Date: 2011
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Working Paper: Stocks, bonds, money markets and exchange rates: measuring international financial transmission (2005) Downloads
Working Paper: Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission (2005) Downloads
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