Oil and energy sector stock markets: An analysis of implied volatility indexes
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DOI: 10.1016/j.mulfin.2017.12.002
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More about this item
Keywords
Implied volatilities; OVX; VXXLE; Long-run and short-run causal associations;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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