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Variance risk premium in a small open economy with volatile capital flows: The case of Korea. (2020). Yun, Jaeho.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:65:y:2020:i:c:p:105-125.

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  1. Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Foglia, Matteo ; Xie, Chi ; Zhu, You ; Zhou, Yang ; Wang, Gang-Jin ; Gong, Jue.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x.

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References

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