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Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model

Crossref DOI link: https://doi.org/10.1007/s10614-023-10405-3

Published Online: 2023-06-29

Published Print: 2024-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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