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~isPartOf:"Energy economics"
~isPartOf:"IZA Discussion Paper"
~person:"Awartani, Basel"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Volatility"
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The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
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