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Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis

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Academic year: 2020

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Figure

Table A.1 : Descriptive statistics of return series
Table A.2 : Bivariate VAR BEKK-GARCH (1,1) model estimations  - Pre-Crisis Period –
Table A.3 : Bivariate VAR BEKK-GARCH (1,1) model estimations   - Post-Crisis Period -
Table A.4 : Granger Test

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