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Are There Asymmetries in the Relationship Between Exchange Rate Fluctuations and Stock Market Volatility in Pacific Basin Countries?
Maghrebi, Nabil, (2006)
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil, (2014)
Nonlinear Adjustments of Volatility Expectations to Forecast Errors: Evidence from Markov-Regime Switches in Implied Volatility
Nishina, Kazuhiko, (2012)