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Within and Cross Volatility Contagion Effects among Stock, Crude and Forex Returns: Empirical Evidence from Five Emerging Economies

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Academic year: 2020

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Figure

Table 1. Description of Data.
Table 2. Descriptive statistics of stock returns.
Table 3. Descriptive statistics for forex as well as WTI crude returns.
Table 4. Results of Augmented Dickey-Fuller Unit Root Test (t-stat and P-values).
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