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Chang, Chia-Lin ; McAleer, Michael ; Wang, Chien-Hsun | Facultad de Ciencias Económicas. Instituto Complutense de Análisis Económico (ICAE) | 2016It is well known that that there is an intrinsic link between the financial and energy sectors, which can be analyzed through their spillover effects, which are measures of how the shocks to returns in different assets affect each other’s subseq[...]
