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Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic

This paper revisited the crude oil – stock market nexus to examine how the oil implied volatility index (a forward-looking and more accurate measure for uncertainty in oil prices) affects stock returns in major Africa's oil-importing (South Africa, Kenya, Mauritius, and Botswana) and oil-export...

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Detalles Bibliográficos
Autores principales:	Boateng, Ebenezer, Adam, Anokye M., Junior, Peterson Owusu
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Ltd. 2021
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8491971/ https://www.ncbi.nlm.nih.gov/pubmed/34629684 http://dx.doi.org/10.1016/j.resourpol.2021.102389

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