[1]
Ulici, M., Chaibi, A. and Rault, C. 2014. Shock And Volatility Transmissions Between Bank Stock Returns In Romania: Evidence From A VAR-GARCH Approach. Journal of Applied Business Research (JABR). 30, 3 (May 2014), 689–700. DOI:https://doi.org/10.19030/jabr.v30i3.8604.