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Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: an MEM approach

  • Yongdeng Xu*
  • , Nick Taylor
  • , Wenna Lu
  • *Corresponding author for this work

    Research output: Contribution to journalArticle (Academic Journal)peer-review

    20 Citations (Scopus)
    247 Downloads (Pure)

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    Economics, Econometrics and Finance