Testing unobserved market heterogeneity in financial markets: The case of Banco Popular

Testing unobserved market heterogeneity in financial markets: The case of Banco Popular
J.V. Pérez-Rodríguez, E. Gómez-Déniz, S. Sosvilla-Rivero. Quarterly Review of Economics and Finance, 2020 (Accepted).   Fulltext   Abstract
Journal article