Cozzi, Guido and Davenport, Margaret (2017): Extrapolative Expectations and Capital Flows during Convergence. Published in: Journal of International Economics , Vol. 108, (September 2017): pp. 169-190.
Fengler, Matthias R. and Herwartz, Helmut (2015): Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models.
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