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Dynamic co-movements of stock market returns, implied volatility and policy uncertainty

✍ Scribed by Antonakakis, Nikolaos; Chatziantoniou, Ioannis; Filis, George

Book ID: 120198998
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 316 KB
Volume: 120
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2013.04.004

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