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The empirical evidence of the leverage effect on volatility in international bulk shipping market

雑誌名 Maritime policy & management
出版社 Taylor ＆ Francis
巻号 Vol.31 No.2
筆者・編者・翻訳者 Yung-Shun Chen, Shiu-Tung Wang
記事概要

Introduction
Literature review
The theoretical model of spot time charter rates
Data and methodology
Empirical results and comparison
Concluding remarks

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