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~person:"McMillan, David G."
~person:"Mensi, Walid"
~person:"Ryu, Doojin"
~type_genre:"Working Paper"
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Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
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2019
Persistent link: https://www.econbiz.de/10012144916
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The impacts of macroeconomic news announcements on intraday implied volatility
Lee, Jieun
;
Ryu, Doojin
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2019
Persistent link: https://www.econbiz.de/10012170922
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