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post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …
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volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
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This paper aims to select the best model or set of models for modelling volatility of the four most popular …
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This paper examines mean and volatility spillovers between four green municipal bonds issued by the US states of …
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particularly interested in volatility modelling and forecasting given their importance for FOREX dealers. Compared with previous …
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