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~person:"McAleer, Michael"
~type_genre:"Article"
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Corporate financial distress of industry level listings in Vietnam
McAleer, Michael
- In:
Journal of Risk and Financial Management
12
(
2019
)
4
,
pp. 1-17
, namely during the Global
Financial
Crisis
(GFC) (2007-2009) and post-GFC (2010-2017). The logit regression technique is used …
Persistent link: https://www.econbiz.de/10012611228
Saved in:
2
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
- In:
Journal of Risk and Financial Management
11
(
2018
)
4
,
pp. 1-25
-periods Before, During, and After the Global
Financial
Crisis
. The estimates show that daily VIX returns have: (1) significant …
Persistent link: https://www.econbiz.de/10012611071
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