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Journal: J. Risk Financial Manag., 2024
Volume: 17
Number: 569
Article:
The Spillover Effects of Market Sentiments on Global Stock Market Volatility: A Multi-Country GJR-GARCH-MIDAS Approach
Authors:
by
Sarula Bai, Jaewon Jung and Shun Li
Link:
https://www.mdpi.com/1911-8074/17/12/569
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