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International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns. (2016). Watewai, Thaisiri ; Solnik, Bruno.
In: PIER Discussion Papers.
RePEc:pui:dpaper:31.

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  1. Spillovers and Asset Allocation. (2021). Baur, Dirk G ; Hoang, Lai T.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:345-:d:602714.

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  2. Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael .
    In: Papers.
    RePEc:arx:papers:2005.03204.

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  3. Systemic Risk in Global Volatility Spillover Networks: Evidence from Option-implied Volatility Indices. (2018). Zhou, Yinggang ; Yang, Zihui .
    In: IRTG 1792 Discussion Papers.
    RePEc:zbw:irtgdp:2018003.

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  4. Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80.

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