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~institution:"Economics Institute for Research (SIR), Handelshögskolan i Stockholm"
~institution:"HAL"
~subject:"Leverage Effect"
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Leverage vs.
Feedback
: Which Effect Drives the Oil Market?
Aboura, Sofiane
;
Chevallier, Julien
-
HAL
-
2012
increase in the oil price subsequent to an increase in the volatility (i.e. inverse
feedback
effect) with a two-day delayed …
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