Asymmetric Volatility Spillovers: Revisiting the Diebold-Yilmaz (2009) Spillover Index with Realized Semivariance
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Elsevier BV
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1. Dynamic spillover effects in futures markets: UK and US evidence;International Review of Financial Analysis;2016-12
2. Volatility Spillovers Across Petroleum Markets;SSRN Electronic Journal;2015
3. How Does Bad and Good Volatility Spill Over Across Petroleum Markets?;SSRN Electronic Journal;2014
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