Oliveira, M. A., & Santos, C. (2016). Sovereign CDS contagion in the European Union: A multivariate GARCH-in-variables analysis of volatility spill-overs.
Chicago Style (17th ed.) CitationOliveira, Maria Alberta, and Carlos Santos. Sovereign CDS Contagion in the European Union: A Multivariate GARCH-in-variables Analysis of Volatility Spill-overs. 2016.
MLA (8th ed.) CitationOliveira, Maria Alberta, and Carlos Santos. Sovereign CDS Contagion in the European Union: A Multivariate GARCH-in-variables Analysis of Volatility Spill-overs. 2016.
Warning: These citations may not always be 100% accurate.