The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes
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DOI: 10.1016/j.eneco.2016.04.010
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More about this item
Keywords
Oil price volatility; Equity market volatility; Directional connectedness; Implied volatility indexes;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G1 - Financial Economics - - General Financial Markets
Statistics
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