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NTIS 바로가기한국항만경제학회지 = Journal of Korea Port Economic Association, v.38 no.4, 2022년, pp.107 - 118
최기홍 (부산대학교 경제통상연구원)
In this study, daily data from January 2002 to June 2022 were used to investigate the relationship between risk-return relationship and market fear, uncertainty, stock market, and maritime freight index for the crude oil market. For this study, the time varying EGARCH-M model was applied to the risk...
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