The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model
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- Elisa Di Febo & Matteo Foglia & Eliana Angelini, 2021. "Tail Risk and Extreme Events: Connections between Oil and Clean Energy," Risks, MDPI, vol. 9(2), pages 1-13, February.
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Keywords
COVID-19; subprime; regime switching model; market risk; econometric analysis;All these keywords.
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