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Article
Title:
Modelling Long Run Comovements in Equity Markets: A Flexible Approach
Authors:
Luis Martins
(
ISCTE - Instituto Universitário de Lisboa
)
Vasco Gabriel
(
U Surrey
)
Journal:
Journal of Banking and Finance
Year:
2014
Volume:
47
Pages:
288-295
JEL codes:
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G15 - International Financial Markets
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