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  • Search: subject:"pairwise markets' interaction indicator"
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Börsenkurs 1 Estimation 1 Exchange rate 1 Financial crisis 1 Finanzkrise 1 Schätzung 1 Share price 1 Spillover effect 1 Spillover-Effekt 1 Stock market 1 Structural break 1 Strukturbruch 1 USA 1 United States 1 Volatility 1 Volatilität 1 Wechselkurs 1 bivariate GARCH model 1 global financial crisis 1 pairwise markets' interaction indicator 1 quantitative easing 1
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Su, Jung-Bin 1
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Structural change in the correlation, return and volatility spillovers : evidence from the oil, stock and exchange rate markets in the United States
Su, Jung-Bin - In: Economic research 35 (2022) 1,6, pp. 6918-6944
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