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Volatility Transmission in Emerging European Foreign Exchange Markets. (2010). Kočenda, Evžen ; Bubak, Vit ; Kocenda, Even ; Zikes, Filip.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_3063.

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Cites: 70

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    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2021:i:1:p:93-108.

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  3. Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring. (2015). Diebold, Francis X ; Yilmaz, Kamil.
    In: OUP Catalogue.
    RePEc:oxp:obooks:9780199338306.

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  4. Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation. (2012). Khalifa, Ahmed ; Ramchander, S. ; Hammoudeh, S. ; Otranto, Edoardo.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:201214.

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  5. Price and Volatility Spillover between Livestock and Related Commodity Markets. (2012). Schroeder, Ted ; Pozo, Veronica F..
    In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
    RePEc:ags:aaea12:124798.

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