id	sid	eid	entity	type
ajeer-3666	1	1	13	CARDINAL
ajeer-3666	1	2	2022	CARDINAL
ajeer-3666	1	3	asian online journal publishing group	ORG
ajeer-3666	1	4	asian journal of economics	ORG
ajeer-3666	2	1	9	CARDINAL
ajeer-3666	2	2	1	CARDINAL
ajeer-3666	2	3	13	CARDINAL
ajeer-3666	2	4	2022	CARDINAL
ajeer-3666	2	5	2409	CARDINAL
ajeer-3666	2	6	2518	CARDINAL
ajeer-3666	2	7	10.20448	CARDINAL
ajeer-3666	2	8	2022	CARDINAL
ajeer-3666	2	9	asian online journal publishing group	ORG
ajeer-3666	2	10	stavros	GPE
ajeer-3666	3	1	1panteion	CARDINAL
ajeer-3666	3	2	athens	GPE
ajeer-3666	3	3	greece	GPE
ajeer-3666	4	1	2bank	CARDINAL
ajeer-3666	4	2	greece	GPE
ajeer-3666	4	3	athens	GPE
ajeer-3666	4	4	greece	GPE
ajeer-3666	5	1	1email	DATE
ajeer-3666	6	1	0030 2710227993	CARDINAL
ajeer-3666	7	1	0030 2109230916 1email	DATE
ajeer-3666	7	2	0030 6980476424	DATE
ajeer-3666	7	3	the last few decades	DATE
ajeer-3666	10	1	vix	EVENT
ajeer-3666	12	1	u.s.	GPE
ajeer-3666	14	1	jel classification:	ORG
ajeer-3666	15	1	stavros degiannakis	GPE
ajeer-3666	15	2	2022	CARDINAL
ajeer-3666	17	1	asian journal of economics	ORG
ajeer-3666	17	2	9(1	CARDINAL
ajeer-3666	17	3	13	CARDINAL
ajeer-3666	18	1	29	CARDINAL
ajeer-3666	18	2	november 2021	DATE
ajeer-3666	18	3	4 january 2022	CARDINAL
ajeer-3666	18	4	17	CARDINAL
ajeer-3666	18	5	25	CARDINAL
ajeer-3666	18	6	3.0	CARDINAL
ajeer-3666	18	7	asian	NORP
ajeer-3666	18	8	greece	GPE
ajeer-3666	18	9	the european union	ORG
ajeer-3666	18	10	european	NORP
ajeer-3666	18	11	2014-2020	DATE
ajeer-3666	18	12	mis-5049106	DATE
ajeer-3666	23	1	1	CARDINAL
ajeer-3666	25	1	14 2	DATE
ajeer-3666	25	2	14 3	DATE
ajeer-3666	26	1	15 4	DATE
ajeer-3666	27	1	16 5	CARDINAL
ajeer-3666	28	1	16 6	DATE
ajeer-3666	28	2	17 7	DATE
ajeer-3666	29	1	19	CARDINAL
ajeer-3666	29	2	19 mailto:p.delis@panteion.gr	TIME
ajeer-3666	29	3	mailto:s.degiannakis@panteion.gr	DATE
ajeer-3666	30	1	http://creativecommons.org/licenses/by/3.0/	ORG
ajeer-3666	30	2	http://creativecommons.org/licenses/by/3.0/ https://www.doi.org/10.20448/ajeer.v9i1.3666	PERSON
ajeer-3666	30	3	https://orcid.org/0000-0002-7238-4352 https://orcid.org/0000-0003-1931-5494 asian journal	MONEY
ajeer-3666	30	4	2022	CARDINAL
ajeer-3666	30	5	9(1	DATE
ajeer-3666	30	6	13	CARDINAL
ajeer-3666	30	7	2022	CARDINAL
ajeer-3666	30	8	asian online journal publishing group	ORG
ajeer-3666	32	1	1	CARDINAL
ajeer-3666	35	1	blair	PERSON
ajeer-3666	35	2	2001	DATE
ajeer-3666	35	3	frijns, tallau, & touranirad	ORG
ajeer-3666	35	4	2010	DATE
ajeer-3666	35	5	2003	DATE
ajeer-3666	36	1	cboe	ORG
ajeer-3666	37	1	mazzeu	ORG
ajeer-3666	37	2	2019	DATE
ajeer-3666	40	1	2008	DATE
ajeer-3666	40	2	one	CARDINAL
ajeer-3666	40	3	vix	DATE
ajeer-3666	40	4	vix	DATE
ajeer-3666	41	1	konstantinidi	ORG
ajeer-3666	41	2	2008	DATE
ajeer-3666	41	3	six	CARDINAL
ajeer-3666	41	4	european	NORP
ajeer-3666	41	5	u.s.	GPE
ajeer-3666	42	1	2018	DATE
ajeer-3666	42	2	vix	DATE
ajeer-3666	43	1	2013	DATE
ajeer-3666	44	1	two	CARDINAL
ajeer-3666	45	1	first	ORDINAL
ajeer-3666	45	2	three	CARDINAL
ajeer-3666	46	1	second	ORDINAL
ajeer-3666	46	2	u.s.	GPE
ajeer-3666	47	1	first	ORDINAL
ajeer-3666	47	2	u.s.	GPE
ajeer-3666	47	3	three	CARDINAL
ajeer-3666	48	1	second	ORDINAL
ajeer-3666	48	2	gpr	ORG
ajeer-3666	49	1	weekly	DATE
ajeer-3666	49	2	monthly	DATE
ajeer-3666	49	3	quarterly	DATE
ajeer-3666	52	1	u.s.	GPE
ajeer-3666	55	1	two	CARDINAL
ajeer-3666	55	2	mae	PERSON
ajeer-3666	58	1	adl	PERSON
ajeer-3666	60	1	section 2	LAW
ajeer-3666	61	1	section 3	LAW
ajeer-3666	62	1	section 4	LAW
ajeer-3666	63	1	section 5	LAW
ajeer-3666	63	2	section 6	LAW
ajeer-3666	64	1	section 7	LAW
ajeer-3666	65	1	2.	CARDINAL
ajeer-3666	65	2	2.1	CARDINAL
ajeer-3666	66	1	recent years	DATE
ajeer-3666	68	1	chatziantoniou	ORG
ajeer-3666	68	2	2014	DATE
ajeer-3666	69	1	floros (2011	DATE
ajeer-3666	69	2	floros	DATE
ajeer-3666	69	3	2013	DATE
ajeer-3666	71	1	liu	PERSON
ajeer-3666	71	2	2013	DATE
ajeer-3666	73	1	chatziantoniou	GPE
ajeer-3666	73	2	2021	CARDINAL
ajeer-3666	73	3	vix	DATE
ajeer-3666	73	4	1	CARDINAL
ajeer-3666	74	1	2	CARDINAL
ajeer-3666	74	2	2008	DATE
ajeer-3666	74	3	fernandes	PERSON
ajeer-3666	74	4	medeiros	PERSON
ajeer-3666	74	5	2014	DATE
ajeer-3666	75	1	asian journal of economics	ORG
ajeer-3666	75	2	2022	CARDINAL
ajeer-3666	75	3	9(1	DATE
ajeer-3666	75	4	13	CARDINAL
ajeer-3666	75	5	2022	CARDINAL
ajeer-3666	75	6	asian online journal publishing group	ORG
ajeer-3666	76	1	three	CARDINAL
ajeer-3666	76	2	vix	DATE
ajeer-3666	76	3	cboe	ORG
ajeer-3666	76	4	10-year	DATE
ajeer-3666	76	5	u.s.	GPE
ajeer-3666	76	6	treasury	ORG
ajeer-3666	77	1	2.2	CARDINAL
ajeer-3666	77	2	2021	CARDINAL
ajeer-3666	79	1	bouri	GPE
ajeer-3666	79	2	saeed	PERSON
ajeer-3666	79	3	2021	CARDINAL
ajeer-3666	80	1	vix	DATE
ajeer-3666	80	2	gpr	ORG
ajeer-3666	81	1	3	CARDINAL
ajeer-3666	82	1	cboe	ORG
ajeer-3666	83	1	vix	DATE
ajeer-3666	83	2	spx	ORG
ajeer-3666	84	1	cboe	ORG
ajeer-3666	84	2	vix	DATE
ajeer-3666	84	3	the 30 days	DATE
ajeer-3666	84	4	vix	DATE
ajeer-3666	85	1	vix	DATE
ajeer-3666	86	1	vix	DATE
ajeer-3666	86	2	30-day	DATE
ajeer-3666	86	3	u.s.	GPE
ajeer-3666	87	1	30-day	DATE
ajeer-3666	88	1	daily	DATE
ajeer-3666	88	2	the 18th of september 2009	DATE
ajeer-3666	88	3	the 1st of october 2019	DATE
ajeer-3666	88	4	four	CARDINAL
ajeer-3666	88	5	2523	CARDINAL
ajeer-3666	89	1	cboe	ORG
ajeer-3666	90	1	daily	DATE
ajeer-3666	91	1	u.s.	GPE
ajeer-3666	91	2	thousands	CARDINAL
ajeer-3666	92	1	iacoviello.4	GPE
ajeer-3666	93	1	1	CARDINAL
ajeer-3666	94	1	first	ORDINAL
ajeer-3666	95	1	vix	DATE
ajeer-3666	96	1	1	CARDINAL
ajeer-3666	96	2	2	CARDINAL
ajeer-3666	97	1	1	CARDINAL
ajeer-3666	98	1	vix	DATE
ajeer-3666	98	2	gpr	ORG
ajeer-3666	98	3	33.42	CARDINAL
ajeer-3666	98	4	32.10	CARDINAL
ajeer-3666	98	5	14.50	CARDINAL
ajeer-3666	98	6	9.48	CARDINAL
ajeer-3666	98	7	78.97	CARDINAL
ajeer-3666	98	8	10.33	CARDINAL
ajeer-3666	98	9	490.89 361.02 0.88	MONEY
ajeer-3666	100	1	10.18	CARDINAL
ajeer-3666	100	2	38.29 0.32	CARDINAL
ajeer-3666	100	3	0.79 1.61 0.86 0.68	MONEY
ajeer-3666	100	4	3.78	CARDINAL
ajeer-3666	100	5	4.17 2.85 6.88	CARDINAL
ajeer-3666	100	6	3.01	CARDINAL
ajeer-3666	100	7	0.30 0.33 0.28 0.24	MONEY
ajeer-3666	100	8	1	CARDINAL
ajeer-3666	101	1	vix	ORG
ajeer-3666	102	1	3	CARDINAL
ajeer-3666	103	1	4	CARDINAL
ajeer-3666	104	1	5	CARDINAL
ajeer-3666	105	1	asian journal of economics	ORG
ajeer-3666	105	2	2022	CARDINAL
ajeer-3666	105	3	9(1	DATE
ajeer-3666	105	4	13	CARDINAL
ajeer-3666	105	5	2022	CARDINAL
ajeer-3666	105	6	asian online journal publishing group	ORG
ajeer-3666	105	7	2	CARDINAL
ajeer-3666	106	1	gpr	ORG
ajeer-3666	107	1	4	CARDINAL
ajeer-3666	107	2	4.1	CARDINAL
ajeer-3666	108	1	𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	ORG
ajeer-3666	109	1	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡−1	ORG
ajeer-3666	109	2	1	CARDINAL
ajeer-3666	110	1	4.2	CARDINAL
ajeer-3666	111	1	adl	PERSON
ajeer-3666	112	1	𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	ORG
ajeer-3666	112	2	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡−1	ORG
ajeer-3666	113	1	2	CARDINAL
ajeer-3666	113	2	𝑏(𝑡	ORG
ajeer-3666	113	3	one	CARDINAL
ajeer-3666	115	1	𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	ORG
ajeer-3666	115	2	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡−1	ORG
ajeer-3666	116	1	+∑𝑏𝑖	DATE
ajeer-3666	117	1	3	CARDINAL
ajeer-3666	118	1	4.3	CARDINAL
ajeer-3666	120	1	2522	DATE
ajeer-3666	121	1	1522 days	DATE
ajeer-3666	121	2	1000 days	DATE
ajeer-3666	122	1	the number of days	DATE
ajeer-3666	123	1	september 11, 2013	DATE
ajeer-3666	123	2	2014	DATE
ajeer-3666	123	3	2016	DATE
ajeer-3666	125	1	1-day	DATE
ajeer-3666	125	2	1000	CARDINAL
ajeer-3666	125	3	daily	DATE
ajeer-3666	126	1	𝑂𝑉𝑋𝑡+1|𝑡	PERSON
ajeer-3666	126	2	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	ORG
ajeer-3666	127	1	4	CARDINAL
ajeer-3666	127	2	5	CARDINAL
ajeer-3666	127	3	5.1	CARDINAL
ajeer-3666	128	1	1-day	DATE
ajeer-3666	129	1	two	CARDINAL
ajeer-3666	129	2	mae	PERSON
ajeer-3666	130	1	two	CARDINAL
ajeer-3666	130	2	− 𝑂𝑉𝑋𝑡+1	PERSON
ajeer-3666	130	3	2	CARDINAL
ajeer-3666	130	4	2022	CARDINAL
ajeer-3666	130	5	9(1	DATE
ajeer-3666	130	6	13	CARDINAL
ajeer-3666	130	7	2022	CARDINAL
ajeer-3666	130	8	asian online journal publishing	ORG
ajeer-3666	130	9	𝑀𝐴𝐸	ORG
ajeer-3666	130	10	𝑇1	CARDINAL
ajeer-3666	130	11	6	CARDINAL
ajeer-3666	130	12	𝑇1	CARDINAL
ajeer-3666	130	13	days	DATE
ajeer-3666	130	14	𝑇1	CARDINAL
ajeer-3666	130	15	1522	CARDINAL
ajeer-3666	131	1	5.2	CARDINAL
ajeer-3666	132	1	two	CARDINAL
ajeer-3666	133	1	hansen, lunde	ORG
ajeer-3666	133	2	nason (2011	ORG
ajeer-3666	138	1	1	CARDINAL
ajeer-3666	139	1	7	CARDINAL
ajeer-3666	139	2	one	CARDINAL
ajeer-3666	140	1	𝑂𝑉𝑋𝑡+1|𝑡	GPE
ajeer-3666	140	2	− 𝑂𝑉𝑋𝑡+1	PERSON
ajeer-3666	140	3	2	CARDINAL
ajeer-3666	140	4	𝑂𝑉𝑋𝑡+1|𝑡	GPE
ajeer-3666	140	5	1-day	DATE
ajeer-3666	142	1	0.1	CARDINAL
ajeer-3666	142	2	10,000	CARDINAL
ajeer-3666	143	1	6	CARDINAL
ajeer-3666	143	2	first	ORDINAL
ajeer-3666	144	1	3	CARDINAL
ajeer-3666	145	1	higher than 51%	PERCENT
ajeer-3666	145	2	vix	DATE
ajeer-3666	146	1	3	CARDINAL
ajeer-3666	147	1	2	CARDINAL
ajeer-3666	147	2	gpr	ORG
ajeer-3666	148	1	2	CARDINAL
ajeer-3666	149	1	vix	DATE
ajeer-3666	149	2	gpr	ORG
ajeer-3666	149	3	1.00 0.51 0.32 0.34	QUANTITY
ajeer-3666	149	4	0.10	CARDINAL
ajeer-3666	149	5	0.32	CARDINAL
ajeer-3666	149	6	0.68 0.23	CARDINAL
ajeer-3666	149	7	0.13	CARDINAL
ajeer-3666	149	8	0.34	CARDINAL
ajeer-3666	149	9	1.00 0.27 -0.12 0.13	QUANTITY
ajeer-3666	149	10	0.03	CARDINAL
ajeer-3666	149	11	1.00 -0.02	CARDINAL
ajeer-3666	149	12	0.10 0.13 0.13 0.12 -0.02 1.00 asian journal of economics	MONEY
ajeer-3666	149	13	2022	CARDINAL
ajeer-3666	149	14	9(1	DATE
ajeer-3666	149	15	13	CARDINAL
ajeer-3666	149	16	2022	CARDINAL
ajeer-3666	149	17	asian online journal publishing group	ORG
ajeer-3666	149	18	3	CARDINAL
ajeer-3666	150	1	adl vix	PERSON
ajeer-3666	150	2	gpr	ORG
ajeer-3666	150	3	0.04485	CARDINAL
ajeer-3666	150	4	0.04643	CARDINAL
ajeer-3666	150	5	0.04350	CARDINAL
ajeer-3666	150	6	0.04871	CARDINAL
ajeer-3666	150	7	0.04800	CARDINAL
ajeer-3666	150	8	0.05468	CARDINAL
ajeer-3666	150	9	0.01178	ORG
ajeer-3666	150	10	0.01296	CARDINAL
ajeer-3666	150	11	0.01151	CARDINAL
ajeer-3666	150	12	0.01112	CARDINAL
ajeer-3666	150	13	0.01133	CARDINAL
ajeer-3666	150	14	0.01140)	MONEY
ajeer-3666	150	15	0.01372	CARDINAL
ajeer-3666	150	16	1	CARDINAL
ajeer-3666	150	17	0.98728	CARDINAL
ajeer-3666	150	18	0.00319	CARDINAL
ajeer-3666	150	19	0.00372	WORK_OF_ART
ajeer-3666	150	20	0.00335	MONEY
ajeer-3666	150	21	0.00319	MONEY
ajeer-3666	150	22	0.00319	MONEY
ajeer-3666	150	23	0.00330)	MONEY
ajeer-3666	150	24	0.00406	CARDINAL
ajeer-3666	150	25	1	CARDINAL
ajeer-3666	150	26	0.00379	CARDINAL
ajeer-3666	150	27	0.00478) log(gvz	MONEY
ajeer-3666	150	28	1	CARDINAL
ajeer-3666	150	29	0.00364	ORG
ajeer-3666	150	30	0.00538	CARDINAL
ajeer-3666	150	31	1	CARDINAL
ajeer-3666	150	32	0.00627	CARDINAL
ajeer-3666	150	33	1 lag -0.00003 -0.00004	CARDINAL
ajeer-3666	150	34	0.00002	CARDINAL
ajeer-3666	150	35	0.00002	CARDINAL
ajeer-3666	150	36	gpr 1 lag -0.00004*	PRODUCT
ajeer-3666	151	1	0.00003	CARDINAL
ajeer-3666	151	2	0.00003	CARDINAL
ajeer-3666	151	3	1	CARDINAL
ajeer-3666	151	4	0.00313	ORG
ajeer-3666	151	5	0.00327)	MONEY
ajeer-3666	151	6	0.97439	CARDINAL
ajeer-3666	151	7	0.97438 0.97438 0.97437	MONEY
ajeer-3666	151	8	0.97444	MONEY
ajeer-3666	151	9	4066.85090 4067.32246	DATE
ajeer-3666	152	1	4066.87857 4066.94522	DATE
ajeer-3666	154	1	4068.20648 4067.55525	DATE
ajeer-3666	160	1	one	CARDINAL
ajeer-3666	160	2	two	CARDINAL
ajeer-3666	160	3	three	CARDINAL
ajeer-3666	160	4	zero	CARDINAL
ajeer-3666	160	5	the 1%, 5% and 10%	PERCENT
ajeer-3666	161	1	asian journal of economics	ORG
ajeer-3666	161	2	2022	CARDINAL
ajeer-3666	161	3	9(1	DATE
ajeer-3666	161	4	13	CARDINAL
ajeer-3666	161	5	2022	CARDINAL
ajeer-3666	161	6	asian online journal publishing group	ORG
ajeer-3666	161	7	4	CARDINAL
ajeer-3666	162	1	mspe mcs	PERSON
ajeer-3666	162	2	mae mcs	PERSON
ajeer-3666	162	3	3.379	CARDINAL
ajeer-3666	162	4	3.367	CARDINAL
ajeer-3666	162	5	1.203	CARDINAL
ajeer-3666	162	6	3.375	CARDINAL
ajeer-3666	162	7	3.378	CARDINAL
ajeer-3666	162	8	0.875	CARDINAL
ajeer-3666	162	9	3.380 0.256 1.205	MONEY
ajeer-3666	162	10	3.361	CARDINAL
ajeer-3666	162	11	1.000 1.201 1.000	QUANTITY
ajeer-3666	162	12	gpr	ORG
ajeer-3666	162	13	3.361	CARDINAL
ajeer-3666	162	14	1.203 0.819	CARDINAL
ajeer-3666	162	15	3.366	CARDINAL
ajeer-3666	162	16	1.204 0.745	CARDINAL
ajeer-3666	162	17	3.373	CARDINAL
ajeer-3666	162	18	1.206 0.324	CARDINAL
ajeer-3666	162	19	3	CARDINAL
ajeer-3666	163	1	one	CARDINAL
ajeer-3666	163	2	1%	PERCENT
ajeer-3666	164	1	gpr	ORG
ajeer-3666	164	2	10%	PERCENT
ajeer-3666	165	1	gpr	ORG
ajeer-3666	165	2	vix	EVENT
ajeer-3666	166	1	𝑅2	CARDINAL
ajeer-3666	167	1	section 4.3.	LAW
ajeer-3666	168	1	1-day	DATE
ajeer-3666	168	2	two	CARDINAL
ajeer-3666	169	1	4	CARDINAL
ajeer-3666	169	2	gpr	ORG
ajeer-3666	169	3	two	CARDINAL
ajeer-3666	170	1	mae	ORG
ajeer-3666	173	1	adl	PERSON
ajeer-3666	174	1	7	CARDINAL
ajeer-3666	175	1	two	CARDINAL
ajeer-3666	176	1	first	ORDINAL
ajeer-3666	176	2	vix	DATE
ajeer-3666	177	1	second	ORDINAL
ajeer-3666	179	1	adl	PERSON
ajeer-3666	179	2	first	ORDINAL
ajeer-3666	180	1	two	CARDINAL
ajeer-3666	180	2	mae	ORG
ajeer-3666	182	1	one	CARDINAL
ajeer-3666	183	1	blair	PERSON
ajeer-3666	183	2	b. j.	PERSON
ajeer-3666	183	3	s. h., & taylor	ORG
ajeer-3666	183	4	s. j. (	PERSON
ajeer-3666	183	5	2001	DATE
ajeer-3666	184	1	100	CARDINAL
ajeer-3666	185	1	econometrics	ORG
ajeer-3666	185	2	105(1	CARDINAL
ajeer-3666	185	3	5–26.available	CARDINAL
ajeer-3666	186	1	chatziantoniou, i.	ORG
ajeer-3666	186	2	degiannakis, s.	ORG
ajeer-3666	186	3	2021	CARDINAL
ajeer-3666	188	1	42	CARDINAL
ajeer-3666	188	2	degiannakis, s.	ORG
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ajeer-3666	194	2	s.	PERSON
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ajeer-3666	206	2	i.	PERSON
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ajeer-3666	216	1	journal of futures markets:	ORG
ajeer-3666	217	1	23(5	CARDINAL
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ajeer-3666	218	3	9(1	DATE
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ajeer-3666	221	2	e.	PERSON
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ajeer-3666	223	1	european	NORP
ajeer-3666	224	1	journal of banking & finance	ORG
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ajeer-3666	224	5	2013	DATE
ajeer-3666	227	1	55	DATE
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ajeer-3666	230	1	38(8	CARDINAL
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