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Baruník, Jozef, Kočenda, Evžen, Vácha, LukášInstitute of Economic Research, Kyoto University2017-01KIER Discussion Paper956

Available onlineOther Libraries in Japan

Summary, etc....te through the forex market, i.e., we prov......tedness on the forex market. Using highfrequency, intra-d...
Subject Headingvolatility connectedness spillovers semivariance asymmetric effects forex market

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