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Oct 13 2019 Amine Ben Amar
  The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model
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Nov 19 2017 Balaji Bathmanaban , Raja Sethu Durai S and Ramachandran M
  The relationship between Output Uncertainty and Economic Growth-Evidence from India
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Dec 10 2016 Valeriya V. Lakshina and Andrey M. Silaev
  Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?
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Nov 27 2016 Bala Dahiru Abdullahi
  Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 08 2016 Andreza A Palma
  Natural interest rate in Brazil: further evidence from an AR-trend-bound model
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May 08 2014 Márcio P. Laurini and Roberto B. Mauad
  The stochastic volatility model with random jumps and its application to BRL/USD exchange rate.
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Jan 23 2012 Shuichi Nagata
  Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes
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Oct 29 2009 Helena Veiga
  Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga
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Mar 05 2009 Helena Veiga
  Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models
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