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Volatility and Dynamic Herding in Energy Sector of Developed Markets During COVID-19: A Markov Regime-Switching Approach

Z Javaira, NU Sahar, SD Hashmi, I Naz - Fudan Journal of the Humanities …, 2024 - Springer
This study examines a novel relationship between volatility and dynamic herding behavior
during COVID-19 by examining the relationship of oil market volatility, Global volatility and …
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