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Essays on Financial Markets

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Academic year: 2017

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Figure

Figure 1 shows the evolution of stock market indexes and WTI over the period of interest.
Figure 1. The evolution of stock market indexes and WTI over the period 1984 - 2005.
Figure 3. Volatility of oil prices and detected structural breaks in the conditional volatility
Table 1 displays the summary statistics of the data.
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