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1.
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Nowadays researchers can choose the sampling frequency of exchange rates and interest rates. If the degree of overlap is large relative to the sample size, standard GMM a[...]
2011 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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2.
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Nowadays researchers can choose the sampling frequency of exchange rates and interest rates. If the number of observations per contract period is large relative to the sa[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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