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pro vyhledávání: '"Faicel Gasmi"'
Autor:
Zouhaier Dhifaoui, Faicel Gasmi
Publikováno v:
BRICS Journal of Economics 2(2): 4-16
The purpose of this article is to detect a possible linear and nonlinear causal relationship between the conditional stochastic volatility of log return of interbank interest rates for the BRICS countries in the period from January 2015 to October 20