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Forecasting (4)
Brazil, Russia, India, China and South Africa (BRICS) (3)
Predictability (3)
Realized volatility (3)
Bond premia (2)
Coronavirus disease 2019 (COVID-19) (2)
COVID-19 pandemic (2)
Heterogeneous autoregressive realized volatility (HAR-RV) (2)
Out-of-sample forecasts (2)
United States (US) (2)
Bitcoin (1)
Business cycles (1)
Carry trade strategy (1)
Correlogram (1)
Credit ratings (1)
Cross-border portfolio flows (1)
Cross-quantilogram (1)
Crude oil realized volatility (1)
Currency returns (1)
Dependence (1)
Dynamic conditional correlation multivariate generalised autoregressive conditional heteroscedasticity (DCC-MGARCH) (1)
Dynamic connectedness (1)
Electricity returns (1)
Emerging stock markets (1)
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Exchange rates (1)
GARCH (1)
Generalised autoregressive conditional heteroscedasticity (GARCH) (1)
Gold (1)
Gold market volatility (1)
Gold-platinum price ratio (1)
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Investor herding (1)
Long memory (1)
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Multifractal models (1)
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Nonparametric quantile causality (1)
Oil (1)
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Oil shocks (1)
Panel GARCH (1)
Payoffs (1)
Portugal, Italy, Ireland, Greece, and Spain (PIIGS) (1)
Quantile (1)
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Risk (1)
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Speculation (1)
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Stock markets returns and volatility (1)