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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Finance research letters"
~person:"Caporin, Massimiliano"
~person:"Gil-Alaña, Luis A."
~subject:"Aktienmarkt"
~subject:"Share price"
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Volatility
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Estimation
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Caporin, Massimiliano
Gil-Alaña, Luis A.
Gupta, Rangan
4
Tiwari, Aviral Kumar
4
Yarovaya, Larisa
4
Corbet, Shaen
3
Li, Xiao
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Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
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2
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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