Do co-jumps impact correlations in currency markets?
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., Mgr. Lukáš Vácha Ph.D., |
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| Type: | Articles in journals with impact factor |
| Year: | 2018 |
| Number: | 0 |
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| Published in: | Journal of Financial Markets, 37, pp.97-119, available here PDF. |
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| Abstract: |
