Volatility Co-Movement in Stock Markets
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- Ho, Kung-Cheng & Yao, Chia-ling & Zhao, Chenfang & Pan, Zikui, 2022. "Modern health pandemic crises and stock price crash risk," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 448-463.
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Keywords
co-movement; volatility; econophysics; stock market;All these keywords.
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