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Non-linearity, persistence and spillover effects in stock returns: the role of the volatility index

✍ Scribed by Wu, Po-Chin; Pan, Sheng-Chieh; Tai, Xue-Ling

Book ID: 125359683
Publisher: Springer US
Year: 2014
Tongue: English
Weight: 326 KB
Volume: 42
Category: Article
ISSN: 0340-8744
DOI: 10.1007/s10663-014-9266-y

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