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Risk-on/Risk-off: Financial market response to investor fear. (2016). Smales, Lee.
In: Finance Research Letters.
RePEc:eee:finlet:v:17:y:2016:i:c:p:125-134.

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  1. .

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  2. Does Entropy Index Explain the Determinant of Capital Market Integration in ASEAN?. (2021). Wibowo, Buddi ; Setyawan, Ignatius Roni.
    In: Capital Markets Review.
    RePEc:mfa:journl:v:29:y:2021:i:1:p:17-39.

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  3. Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX. (2021). Kolay, Madhuparna ; Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:114-:d:513963.

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  4. Can the Chinese volatility index reflect investor sentiment?. (2021). Tang, Yeran ; Zhao, Manyi ; Long, Wen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302556.

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  5. Examining the relationship between policy uncertainty and market uncertainty across the G7. (2020). Smales, Lee.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301848.

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  6. The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980.

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  7. Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x.

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  8. Does Fear has Stronger Impact than Confidence on Stock Returns?The Case of Asia-Pacific Developed Markets. (2020). Ngoc, Yoshihisa Suzuki.
    In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice.
    RePEc:aic:journl:y:2020:v:67-2:p:157-175.

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  9. Increasing return response to changes in risk. (2019). Dicle, Mehmet F.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:37:y:2019:i:1:p:197-215.

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  10. Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market. (2019). Lupu, Iulia ; Calin, Adrian Cantemir ; Albu, Lucian ; Clin, Adrian Cantemir.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2019:i:1:p:19-37.

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  11. Dynamic Responses of Major Equity Markets to the US Fear Index. (2019). Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:156-:d:270481.

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References

References cited by this document

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