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Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban.
In: Working Papers.
RePEc:pre:wpaper:201954.

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    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-09.

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  45. Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Baldi, Lucia ; Peri, Massimo ; Vandone, Daniela.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285.

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  46. A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189.

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  47. Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

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  48. Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis. (2016). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia.
    In: 2016 International European Forum (151st EAAE Seminar), February 15-19, 2016, Innsbruck-Igls, Austria.
    RePEc:ags:iefi16:244461.

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  49. Comovements and Volatility Spillover in Commodity Markets. (2016). Wu, Ximing ; Chen, Sihong .
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235686.

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