Regime dependent effects and cyclical volatility spillover...

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Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns

Urom, Christian, Onwuka, Kevin O., Uma, Kalu E., Yuni, Denis N.
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Journal:
International Economics
DOI:
10.1016/j.inteco.2019.10.004
Date:
November, 2019
File:
PDF, 3.01 MB
2019
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