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- W2339001415 abstract "This paper examined volatility transmission in the crude oil, gold, SP VAR-MGARCH JEL Classifications: C13; C32; G13" @default.
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- W2339001415 date "2016-01-18" @default.
- W2339001415 modified "2023-09-26" @default.
- W2339001415 title "Volatility Transmission in Crude Oil, Gold, S&P 500 and US Dollar Index Futures Using VAR-MGARCH Model" @default.
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