Department of Economics and Business Economics

Pitfalls in VAR based return decompositions: A clarification

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Banking & Finance
Volume36
Issue number5
Pages (from-to)1255–1265
ISSN0378-4266
DOIs
StatePublished - 2012

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ID: 41735953