Exploring the nexus between monetary uncertainty and volatility in global crude oil: A contemporary approach of regime-switching
Jilin Normal University · Chongqing University · +2 more institutions
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236
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Topics
Keywords
- Volatility (finance)
- Economics
- Crude oil
- Monetary policy
- Econometrics
- Autoregressive conditional heteroskedasticity
- Implied volatility
- Volatility smile
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