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Sangram Keshari Jena

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affiliation: International Management Institute, Bhubaneswar, India

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2022
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Aviral Kumar Tiwari, Sangram Keshari Jena, Satish Kumar, Erik Hille:
Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach. Ann. Oper. Res. 315(1): 429-461 (2022)

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