id	sid	eid	entity	type
emaj-257	1	1	7	CARDINAL
emaj-257	2	1	issn 2158-8708	PERSON
emaj-257	2	2	brazil	GPE
emaj-257	2	3	mexico	GPE
emaj-257	2	4	russia	GPE
emaj-257	2	5	turkey	GPE
emaj-257	2	6	yılmaz doğuş university	ORG
emaj-257	2	7	turkey	GPE
emaj-257	3	1	hulyayilmaz@dogus.edu.tr bülent	PERSON
emaj-257	3	2	istanbul gelişim university	ORG
emaj-257	3	3	turkey	GPE
emaj-257	4	1	four	CARDINAL
emaj-257	5	1	monthly	DATE
emaj-257	5	2	january 2010 to march 2021	DATE
emaj-257	6	1	5-year	DATE
emaj-257	8	1	vix	ORG
emaj-257	8	2	msci	ORG
emaj-257	9	1	covid-19	PRODUCT
emaj-257	9	2	msci	ORG
emaj-257	10	1	brazil	GPE
emaj-257	10	2	russia	GPE
emaj-257	11	1	turkey	GPE
emaj-257	11	2	mexico	GPE
emaj-257	12	1	covid-19	ORG
emaj-257	12	2	3.0	CARDINAL
emaj-257	12	3	united states	GPE
emaj-257	13	1	the university of pittsburgh	ORG
emaj-257	13	2	the university of pittsburgh	ORG
emaj-257	14	1	12	CARDINAL
emaj-257	14	2	2022	CARDINAL
emaj-257	14	3	issn 2158-8708	PERSON
emaj-257	14	4	10.5195	CARDINAL
emaj-257	14	5	mailto:bilhan@gelisim.edu.tr	ORG
emaj-257	14	6	12	CARDINAL
emaj-257	14	7	2022	CARDINAL
emaj-257	14	8	issn 2158-8708	PERSON
emaj-257	14	9	10.5195	CARDINAL
emaj-257	14	10	hülya yılmaz	PERSON
emaj-257	14	11	brazil	GPE
emaj-257	14	12	mexico	GPE
emaj-257	14	13	russia	GPE
emaj-257	14	14	turkey	GPE
emaj-257	14	15	yılmaz bülent i̇lhan i.	ORG
emaj-257	17	1	two or three	CARDINAL
emaj-257	20	1	first	ORDINAL
emaj-257	21	1	second	ORDINAL
emaj-257	22	1	4	CARDINAL
emaj-257	22	2	5 years	DATE
emaj-257	22	3	5 year	DATE
emaj-257	22	4	msci emerging markets change	ORG
emaj-257	23	1	january 2010 to	DATE
emaj-257	24	1	third	ORDINAL
emaj-257	28	1	one	CARDINAL
emaj-257	32	1	2005	DATE
emaj-257	32	2	two	CARDINAL
emaj-257	32	3	first	ORDINAL
emaj-257	32	4	1974	DATE
emaj-257	34	1	second	ORDINAL
emaj-257	34	2	jarrow	ORG
emaj-257	34	3	turnbull	PERSON
emaj-257	34	4	1995	DATE
emaj-257	36	1	taylor	PERSON
emaj-257	36	2	1993	DATE
emaj-257	39	1	swanson	PERSON
emaj-257	39	2	williams	PERSON
emaj-257	39	3	2014	DATE
emaj-257	42	1	2008-2009	DATE
emaj-257	43	1	today	DATE
emaj-257	43	2	first	ORDINAL
emaj-257	43	3	approximately 33%	PERCENT
emaj-257	43	4	al.	PERSON
emaj-257	43	5	2020	DATE
emaj-257	45	1	12	CARDINAL
emaj-257	45	2	2022	CARDINAL
emaj-257	45	3	issn 2158-8708	PERSON
emaj-257	45	4	10.5195	CARDINAL
emaj-257	45	5	brazil	GPE
emaj-257	45	6	mexico	GPE
emaj-257	45	7	russia	GPE
emaj-257	45	8	turkey	GPE
emaj-257	45	9	two	CARDINAL
emaj-257	50	1	smyth	ORG
emaj-257	50	2	narayan	PERSON
emaj-257	50	3	2018	DATE
emaj-257	51	1	three	CARDINAL
emaj-257	51	2	first	ORDINAL
emaj-257	52	1	second	ORDINAL
emaj-257	53	1	third	ORDINAL
emaj-257	53	2	2017	DATE
emaj-257	55	1	2008	DATE
emaj-257	58	1	the chicago board options exchange	ORG
emaj-257	59	1	500	CARDINAL
emaj-257	60	1	30-day	DATE
emaj-257	62	1	between 20-30	CARDINAL
emaj-257	63	1	above 60%	PERCENT
emaj-257	63	2	vix	DATE
emaj-257	64	1	9.31	CARDINAL
emaj-257	64	2	december 1993	DATE
emaj-257	64	3	80.86	CARDINAL
emaj-257	64	4	november 2008	DATE
emaj-257	65	1	ishares msci emerging markets etf	ORG
emaj-257	66	1	07/2003	DATE
emaj-257	70	1	two or three	CARDINAL
emaj-257	72	1	acharya	PERSON
emaj-257	72	2	johnson	PERSON
emaj-257	72	3	2007	DATE
emaj-257	72	4	79	CARDINAL
emaj-257	72	5	daily	DATE
emaj-257	72	6	2001-2004	DATE
emaj-257	74	1	norden	GPE
emaj-257	74	2	weber	DATE
emaj-257	74	3	2004	DATE
emaj-257	74	4	2000 to 2002	DATE
emaj-257	76	1	pena	ORG
emaj-257	76	2	2009	DATE
emaj-257	77	1	benkert	ORG
emaj-257	77	2	2004	DATE
emaj-257	77	3	120	CARDINAL
emaj-257	77	4	1999-2002	DATE
emaj-257	78	1	dupuis et al	PERSON
emaj-257	79	1	2009	DATE
emaj-257	80	1	fung et al	PERSON
emaj-257	80	2	2009	DATE
emaj-257	82	1	naifar	PERSON
emaj-257	82	2	2012	DATE
emaj-257	82	3	2008	DATE
emaj-257	84	1	longstaff et al.(2003	ORG
emaj-257	85	1	two	CARDINAL
emaj-257	86	1	narayan et al	PERSON
emaj-257	87	1	2014	DATE
emaj-257	89	1	2019	DATE
emaj-257	89	2	korea	GPE
emaj-257	91	1	chan-lau	PERSON
emaj-257	91	2	kim	PERSON
emaj-257	91	3	2004	DATE
emaj-257	91	4	8	CARDINAL
emaj-257	91	5	bulgaria	GPE
emaj-257	91	6	brazil	GPE
emaj-257	91	7	colombia	GPE
emaj-257	91	8	mexico	GPE
emaj-257	91	9	russia	GPE
emaj-257	91	10	philippines	GPE
emaj-257	91	11	turkey	GPE
emaj-257	91	12	venezuela	GPE
emaj-257	94	1	mexico	GPE
emaj-257	94	2	philippines	GPE
emaj-257	94	3	turkey	GPE
emaj-257	95	1	adler	PERSON
emaj-257	95	2	song	PERSON
emaj-257	95	3	2010	DATE
emaj-257	96	1	latin american	NORP
emaj-257	97	1	kamil	PERSON
emaj-257	97	2	2021	CARDINAL
emaj-257	97	3	germany	GPE
emaj-257	97	4	france	GPE
emaj-257	97	5	indonesia	GPE
emaj-257	97	6	turkey	GPE
emaj-257	98	1	vix	DATE
emaj-257	99	1	12	CARDINAL
emaj-257	99	2	2022	CARDINAL
emaj-257	99	3	issn 2158-8708	PERSON
emaj-257	99	4	10.5195	CARDINAL
emaj-257	99	5	hülya yılmaz	PERSON
emaj-257	99	6	sarıgül	PERSON
emaj-257	99	7	2020	DATE
emaj-257	99	8	turkey	GPE
emaj-257	100	1	turkey	GPE
emaj-257	100	2	five	CARDINAL
emaj-257	101	1	keten	GPE
emaj-257	101	2	2016	DATE
emaj-257	101	3	12	CARDINAL
emaj-257	101	4	2010-2016	DATE
emaj-257	102	1	granger	PERSON
emaj-257	102	2	johansen	PERSON
emaj-257	103	1	hancı	PERSON
emaj-257	103	2	2014	DATE
emaj-257	107	1	johansson	PERSON
emaj-257	107	2	2010	DATE
emaj-257	107	3	9	CARDINAL
emaj-257	107	4	asian	NORP
emaj-257	109	1	li	PERSON
emaj-257	109	2	2004	DATE
emaj-257	109	3	g7	ORG
emaj-257	109	4	1961-2001	DATE
emaj-257	111	1	2017	CARDINAL
emaj-257	111	2	quarterly	DATE
emaj-257	111	3	21	CARDINAL
emaj-257	111	4	19	CARDINAL
emaj-257	111	5	brazil	GPE
emaj-257	111	6	mexico	GPE
emaj-257	111	7	1999-2013	DATE
emaj-257	114	1	anderson et al	PERSON
emaj-257	115	1	2008	DATE
emaj-257	119	1	shiller	ORG
emaj-257	119	2	1992	DATE
emaj-257	119	3	uk	GPE
emaj-257	120	1	1989	DATE
emaj-257	121	1	allard et al	PERSON
emaj-257	122	1	2020	DATE
emaj-257	122	2	daily	DATE
emaj-257	122	3	monthly	DATE
emaj-257	123	1	baele et al	PERSON
emaj-257	124	1	2010	DATE
emaj-257	124	2	the second half of the 20th century	DATE
emaj-257	124	3	zero to sixty percent	PERCENT
emaj-257	125	1	the end of the 20th century	DATE
emaj-257	125	2	the beginning of the 21st century	DATE
emaj-257	126	1	lin et al	PERSON
emaj-257	127	1	2018	DATE
emaj-257	127	2	between 1988 and 2014	DATE
emaj-257	132	1	2019	DATE
emaj-257	134	1	demirer et al	PERSON
emaj-257	135	1	2019	DATE
emaj-257	135	2	21	CARDINAL
emaj-257	138	1	kayalar et al	PERSON
emaj-257	139	1	2017	CARDINAL
emaj-257	140	1	gauss copula	PERSON
emaj-257	140	2	between 2005	DATE
emaj-257	140	3	2016	DATE
emaj-257	140	4	46%	PERCENT
emaj-257	140	5	brazil	GPE
emaj-257	140	6	43%	PERCENT
emaj-257	140	7	russia	GPE
emaj-257	140	8	20%	PERCENT
emaj-257	142	1	2020	DATE
emaj-257	142	2	turkey	GPE
emaj-257	143	1	turkey	GPE
emaj-257	144	1	singhal et al	PERSON
emaj-257	145	1	2019	DATE
emaj-257	145	2	mexico	GPE
emaj-257	146	1	mexican	NORP
emaj-257	147	1	fang et al	PERSON
emaj-257	147	2	2014	DATE
emaj-257	147	3	three	CARDINAL
emaj-257	147	4	russia	GPE
emaj-257	147	5	china	GPE
emaj-257	147	6	india	GPE
emaj-257	148	1	12	CARDINAL
emaj-257	148	2	2022	CARDINAL
emaj-257	148	3	issn 2158-8708	PERSON
emaj-257	148	4	10.5195	CARDINAL
emaj-257	148	5	brazil	GPE
emaj-257	148	6	mexico	GPE
emaj-257	148	7	russia	GPE
emaj-257	148	8	turkey	GPE
emaj-257	148	9	three	CARDINAL
emaj-257	149	1	indian	NORP
emaj-257	149	2	russia	GPE
emaj-257	149	3	chinese	NORP
emaj-257	150	1	lee et al	PERSON
emaj-257	151	1	2012	DATE
emaj-257	151	2	g7	ORG
emaj-257	151	3	1991-2009	DATE
emaj-257	154	1	triki	ORG
emaj-257	154	2	2020	DATE
emaj-257	154	3	19852018	DATE
emaj-257	156	1	cohen	PERSON
emaj-257	156	2	2002	DATE
emaj-257	158	1	2006	DATE
emaj-257	159	1	robert (2006	PERSON
emaj-257	160	1	christie-david et al	PERSON
emaj-257	161	1	2000	DATE
emaj-257	161	2	the period 1992-1995	DATE
emaj-257	161	3	15minute	CARDINAL
emaj-257	166	1	four	CARDINAL
emaj-257	168	1	1	CARDINAL
emaj-257	168	2	monthly	DATE
emaj-257	168	3	turkey bist100	ORG
emaj-257	168	4	mexico bse	ORG
emaj-257	168	5	russia	GPE
emaj-257	168	6	brazil	GPE
emaj-257	168	7	5-year	DATE
emaj-257	168	8	monthly	DATE
emaj-257	168	9	monthly	DATE
emaj-257	168	10	vix	DATE
emaj-257	168	11	monthly	DATE
emaj-257	168	12	monthly	DATE
emaj-257	168	13	msci msci emerging markets	ORG
emaj-257	168	14	monthly	DATE
emaj-257	168	15	monthly	DATE
emaj-257	168	16	covid-19 covid-19	PERSON
emaj-257	169	1	1	CARDINAL
emaj-257	170	1	the beginning of each month	DATE
emaj-257	170	2	january 2010 to	DATE
emaj-257	171	1	5-year	DATE
emaj-257	172	1	first	ORDINAL
emaj-257	172	2	two	CARDINAL
emaj-257	172	3	four	CARDINAL
emaj-257	174	1	12	CARDINAL
emaj-257	174	2	2022	CARDINAL
emaj-257	174	3	issn 2158-8708	PERSON
emaj-257	174	4	10.5195	CARDINAL
emaj-257	174	5	hülya yılmaz	PERSON
emaj-257	174	6	1	CARDINAL
emaj-257	175	1	1	CARDINAL
emaj-257	175	2	turkey	GPE
emaj-257	175	3	mexico	GPE
emaj-257	175	4	russia	GPE
emaj-257	175	5	brazil	GPE
emaj-257	176	1	turkish	NORP
emaj-257	176	2	brazilian	NORP
emaj-257	176	3	mexican	NORP
emaj-257	176	4	russian	NORP
emaj-257	177	1	turkish	NORP
emaj-257	177	2	mexican	NORP
emaj-257	177	3	brazilian	NORP
emaj-257	177	4	15.4%	PERCENT
emaj-257	177	5	26%	PERCENT
emaj-257	177	6	29%	PERCENT
emaj-257	177	7	march 2020	DATE
emaj-257	177	8	three	CARDINAL
emaj-257	177	9	2	CARDINAL
emaj-257	177	10	2	CARDINAL
emaj-257	177	11	540	CARDINAL
emaj-257	178	1	jarque	PERSON
emaj-257	179	1	135	CARDINAL
emaj-257	179	2	four	CARDINAL
emaj-257	188	1	2004	DATE
emaj-257	188	2	2015	DATE
emaj-257	189	1	pesaran	ORG
emaj-257	189	2	2004	DATE
emaj-257	189	3	2015	CARDINAL
emaj-257	190	1	3	CARDINAL
emaj-257	190	2	3	CARDINAL
emaj-257	196	1	1926	DATE
emaj-257	196	2	granger & newbold	ORG
emaj-257	196	3	1974	DATE
emaj-257	196	4	phillips	ORG
emaj-257	196	5	1986	DATE
emaj-257	198	1	breitung	GPE
emaj-257	198	2	2005	DATE
emaj-257	198	3	2000	DATE
emaj-257	199	1	breitung	GPE
emaj-257	200	1	1994	DATE
emaj-257	200	2	two	CARDINAL
emaj-257	201	1	4	CARDINAL
emaj-257	202	1	12	CARDINAL
emaj-257	202	2	2022	CARDINAL
emaj-257	202	3	issn 2158-8708	PERSON
emaj-257	202	4	10.5195	CARDINAL
emaj-257	202	5	brazil	GPE
emaj-257	202	6	mexico	GPE
emaj-257	202	7	russia	GPE
emaj-257	202	8	turkey	GPE
emaj-257	202	9	4	CARDINAL
emaj-257	203	1	4	CARDINAL
emaj-257	203	2	breitung	GPE
emaj-257	203	3	2004	DATE
emaj-257	204	1	lnoil	ORG
emaj-257	204	2	10%	PERCENT
emaj-257	205	1	2004	DATE
emaj-257	207	1	5	CARDINAL
emaj-257	208	1	first	ORDINAL
emaj-257	209	1	5	CARDINAL
emaj-257	214	1	two	CARDINAL
emaj-257	215	1	two	CARDINAL
emaj-257	216	1	1999	DATE
emaj-257	216	2	1999	DATE
emaj-257	216	3	2004	DATE
emaj-257	216	4	2005	DATE
emaj-257	217	1	three	CARDINAL
emaj-257	217	2	kao	ORG
emaj-257	217	3	seven	CARDINAL
emaj-257	217	4	at least one	CARDINAL
emaj-257	218	1	6	CARDINAL
emaj-257	218	2	6	CARDINAL
emaj-257	219	1	five	CARDINAL
emaj-257	219	2	seven	CARDINAL
emaj-257	219	3	12	CARDINAL
emaj-257	219	4	2022	CARDINAL
emaj-257	219	5	issn 2158-8708	PERSON
emaj-257	219	6	10.5195	CARDINAL
emaj-257	219	7	hülya yılmaz	PERSON
emaj-257	221	1	three	CARDINAL
emaj-257	224	1	ecm	ORG
emaj-257	224	2	1964	DATE
emaj-257	224	3	engle & granger	ORG
emaj-257	224	4	1987	DATE
emaj-257	224	5	pesaran & shin,	ORG
emaj-257	224	6	1995	DATE
emaj-257	225	1	two	CARDINAL
emaj-257	226	1	first	ORDINAL
emaj-257	227	1	second	ORDINAL
emaj-257	227	2	first	ORDINAL
emaj-257	228	1	first	ORDINAL
emaj-257	229	1	first	ORDINAL
emaj-257	229	2	first	ORDINAL
emaj-257	231	1	∝𝑖	NORP
emaj-257	234	1	𝑑. 𝑙𝑛𝑠𝑡𝑜𝑐𝑘 = 𝑐	PERSON
emaj-257	237	1	first	ORDINAL
emaj-257	237	2	first	ORDINAL
emaj-257	238	1	7	CARDINAL
emaj-257	240	1	99.8 percent	PERCENT
emaj-257	241	1	pesaran cd statistics	ORG
emaj-257	242	1	brazil	GPE
emaj-257	242	2	brazil	GPE
emaj-257	243	1	7	CARDINAL
emaj-257	245	1	1%	PERCENT
emaj-257	245	2	0,29%	PERCENT
emaj-257	245	3	lnstock	ORG
emaj-257	246	1	1%	PERCENT
emaj-257	246	2	0,17%	PERCENT
emaj-257	246	3	0,53%	PERCENT
emaj-257	246	4	lnstock	ORG
emaj-257	248	1	brazil	GPE
emaj-257	249	1	russia	GPE
emaj-257	249	2	msci	ORG
emaj-257	250	1	russia	GPE
emaj-257	251	1	turkey	GPE
emaj-257	252	1	12	CARDINAL
emaj-257	252	2	2022	CARDINAL
emaj-257	252	3	issn 2158-8708	PERSON
emaj-257	252	4	10.5195	CARDINAL
emaj-257	252	5	brazil	GPE
emaj-257	252	6	mexico	GPE
emaj-257	252	7	russia	GPE
emaj-257	252	8	turkey	GPE
emaj-257	252	9	8	CARDINAL
emaj-257	252	10	llc	DATE
emaj-257	252	11	8	CARDINAL
emaj-257	253	1	levin	PERSON
emaj-257	253	2	lin	PERSON
emaj-257	253	3	chu	GPE
emaj-257	253	4	2002	DATE
emaj-257	253	5	2003	DATE
emaj-257	254	1	llc	GPE
emaj-257	254	2	ips	ORG
emaj-257	255	1	breitung	GPE
emaj-257	255	2	llc	GPE
emaj-257	255	3	ips	ORG
emaj-257	255	4	9	CARDINAL
emaj-257	255	5	resid02	GPE
emaj-257	255	6	9	CARDINAL
emaj-257	258	1	1970	DATE
emaj-257	259	1	max	PERSON
emaj-257	259	2	fisher	ORG
emaj-257	259	3	turkey	GPE
emaj-257	259	4	mexico	GPE
emaj-257	259	5	brazil	GPE
emaj-257	260	1	russia	GPE
emaj-257	261	1	10	CARDINAL
emaj-257	261	2	lnstock	PERSON
emaj-257	261	3	covid-19	ORG
emaj-257	261	4	covid-19	ORG
emaj-257	261	5	11	CARDINAL
emaj-257	262	1	the 52%	PERCENT
emaj-257	265	1	two	CARDINAL
emaj-257	265	2	march 2020	DATE
emaj-257	266	1	turkey	GPE
emaj-257	266	2	mexico	GPE
emaj-257	266	3	brazil	GPE
emaj-257	266	4	march 2020	DATE
emaj-257	267	1	the end of february 2020	DATE
emaj-257	267	2	covid-19	PERSON
emaj-257	268	1	covid-19	ORG
emaj-257	268	2	march 2020	DATE
emaj-257	268	3	covid-19	ORG
emaj-257	269	1	covid-19	PRODUCT
emaj-257	270	1	pesaran cd statistics	ORG
emaj-257	271	1	0.539	CARDINAL
emaj-257	271	2	covid-19	ORG
emaj-257	271	3	2 percent	PERCENT
emaj-257	272	1	0,117	CARDINAL
emaj-257	272	2	covid-19	ORG
emaj-257	272	3	covid-19	ORG
emaj-257	272	4	almost 12%	PERCENT
emaj-257	274	1	1%	PERCENT
emaj-257	274	2	5%	PERCENT
emaj-257	275	1	1%	PERCENT
emaj-257	275	2	0,22%	PERCENT
emaj-257	275	3	0,04%	PERCENT
emaj-257	275	4	0,03%	PERCENT
emaj-257	276	1	msci	GPE
emaj-257	276	2	0,44%	PERCENT
emaj-257	277	1	lngold	ORG
emaj-257	278	1	12	CARDINAL
emaj-257	278	2	2022	CARDINAL
emaj-257	278	3	issn 2158-8708	PERSON
emaj-257	278	4	10.5195	CARDINAL
emaj-257	278	5	hülya yılmaz	PERSON
emaj-257	278	6	13%	PERCENT
emaj-257	281	1	almost 39 percent	PERCENT
emaj-257	281	2	russia	GPE
emaj-257	281	3	almost half	CARDINAL
emaj-257	281	4	brazil	GPE
emaj-257	282	1	russian	NORP
emaj-257	282	2	russia	GPE
emaj-257	283	1	russian	NORP
emaj-257	284	1	more than two	CARDINAL
emaj-257	284	2	russia	GPE
emaj-257	285	1	russian	NORP
emaj-257	285	2	covid-19	ORG
emaj-257	286	1	msci	ORG
emaj-257	286	2	russian	NORP
emaj-257	286	3	two	CARDINAL
emaj-257	286	4	brazil	GPE
emaj-257	287	1	brazilian	NORP
emaj-257	287	2	almost half	CARDINAL
emaj-257	287	3	march 2020	DATE
emaj-257	288	1	covid-19	PRODUCT
emaj-257	289	1	mexican	NORP
emaj-257	289	2	brazil	GPE
emaj-257	291	1	mexico	GPE
emaj-257	292	1	mexico	GPE
emaj-257	292	2	vix	EVENT
emaj-257	293	1	covid-19	ORG
emaj-257	293	2	march 2020	DATE
emaj-257	294	1	mexico	GPE
emaj-257	294	2	turkey	GPE
emaj-257	295	1	turkey	GPE
emaj-257	296	1	almost half	CARDINAL
emaj-257	296	2	march 2020	DATE
emaj-257	297	1	turkey	GPE
emaj-257	299	1	one-third	CARDINAL
emaj-257	300	1	mexico	GPE
emaj-257	300	2	russia	GPE
emaj-257	300	3	brazil	GPE
emaj-257	301	1	almost six months	DATE
emaj-257	301	2	mexico	GPE
emaj-257	301	3	ten months	DATE
emaj-257	301	4	russia	GPE
emaj-257	301	5	fourteen months	DATE
emaj-257	301	6	brazil	GPE
emaj-257	302	1	brazil	GPE
emaj-257	302	2	turkey	GPE
emaj-257	302	3	1%	PERCENT
emaj-257	303	1	russia	GPE
emaj-257	303	2	5%	PERCENT
emaj-257	305	1	russia	GPE
emaj-257	305	2	5% and 1%	PERCENT
emaj-257	306	1	vix	DATE
emaj-257	306	2	4	CARDINAL
emaj-257	306	3	brazil	GPE
emaj-257	306	4	russia	GPE
emaj-257	307	1	10%	PERCENT
emaj-257	307	2	mexico	GPE
emaj-257	307	3	brazil	GPE
emaj-257	308	1	msci	ORG
emaj-257	308	2	4	CARDINAL
emaj-257	309	1	russia	GPE
emaj-257	309	2	brazil	GPE
emaj-257	310	1	mexico	GPE
emaj-257	310	2	1%	PERCENT
emaj-257	310	3	turkey	GPE
emaj-257	311	1	19	CARDINAL
emaj-257	311	2	russia	GPE
emaj-257	311	3	turkey	GPE
emaj-257	311	4	mexico	GPE
emaj-257	311	5	brazil	GPE
emaj-257	312	1	vix	ORG
emaj-257	313	1	msci	ORG
emaj-257	313	2	4	CARDINAL
emaj-257	314	1	vix	DATE
emaj-257	315	1	19	CARDINAL
emaj-257	315	2	brazilian	NORP
emaj-257	316	1	mexico	GPE
emaj-257	317	1	russian	NORP
emaj-257	319	1	turkish	NORP
emaj-257	320	1	turkey	GPE
emaj-257	320	2	mexico	GPE
emaj-257	320	3	russia	GPE
emaj-257	320	4	brazil	GPE
emaj-257	321	1	brazil	GPE
emaj-257	321	2	mexico	GPE
emaj-257	321	3	russia	GPE
emaj-257	321	4	turkey	GPE
emaj-257	323	1	12	CARDINAL
emaj-257	323	2	2022	CARDINAL
emaj-257	323	3	issn 2158-8708	PERSON
emaj-257	323	4	10.5195	CARDINAL
emaj-257	323	5	brazil	GPE
emaj-257	323	6	mexico	GPE
emaj-257	323	7	russia	GPE
emaj-257	323	8	turkey	GPE
emaj-257	325	1	msci	ORG
emaj-257	326	1	vi	PERSON
emaj-257	327	1	vii	PERSON
emaj-257	327	2	19	CARDINAL
emaj-257	328	1	acharya	PERSON
emaj-257	328	2	johnson	PERSON
emaj-257	328	3	t.c.	GPE
emaj-257	328	4	2007	DATE
emaj-257	330	1	journal of financial economics	ORG
emaj-257	330	2	84	CARDINAL
emaj-257	330	3	110	CARDINAL
emaj-257	331	1	adler	PERSON
emaj-257	331	2	m., song,	PERSON
emaj-257	331	3	j. (	PERSON
emaj-257	331	4	2010	DATE
emaj-257	334	1	j. financ	ORG
emaj-257	334	2	15	CARDINAL
emaj-257	334	3	31	CARDINAL
emaj-257	335	1	allard a-f.	PERSON
emaj-257	335	2	iania l.	PERSON
emaj-257	335	3	smedts k.	PERSON
emaj-257	335	4	2020	DATE
emaj-257	336	1	dccmidas	PERSON
emaj-257	337	1	71	CARDINAL
emaj-257	337	2	101557	DATE
emaj-257	337	3	m.	PERSON
emaj-257	337	4	krylova	PERSON
emaj-257	337	5	s.	PERSON
emaj-257	337	6	2008	DATE
emaj-257	339	1	139–151	CARDINAL
emaj-257	339	2	t. a.	GPE
emaj-257	339	3	o. a.	PERSON
emaj-257	339	4	mollick a. v.	PERSON
emaj-257	340	1	2017	CARDINAL
emaj-257	342	1	journal of economics	ORG
emaj-257	342	2	89	CARDINAL
emaj-257	342	3	2017	CARDINAL
emaj-257	342	4	20	CARDINAL
emaj-257	343	1	l.	PERSON
emaj-257	343	2	bekaert	PERSON
emaj-257	343	3	k.	PERSON
emaj-257	343	4	2010	DATE
emaj-257	345	1	23(6	CARDINAL
emaj-257	345	2	2374–2428	CARDINAL
emaj-257	346	1	https://doi.org/10.1093/rfs/hhq014	ORG
emaj-257	346	2	balcılar m.	PERSON
emaj-257	346	3	demirer r.	PERSON
emaj-257	346	4	hammoudeh s.	PERSON
emaj-257	346	5	2019	DATE
emaj-257	348	1	134	CARDINAL
emaj-257	348	2	2019) 110931	DATE
emaj-257	348	3	1	CARDINAL
emaj-257	349	1	barsky	PERSON
emaj-257	349	2	robert b.	PERSON
emaj-257	349	3	1989	DATE
emaj-257	350	1	american	NORP
emaj-257	350	2	79	CARDINAL
emaj-257	350	3	1132	CARDINAL
emaj-257	351	1	başarır ç.	PERSON
emaj-257	351	2	keten m.	PERSON
emaj-257	351	3	2016	DATE
emaj-257	352	1	olan	PERSON
emaj-257	352	2	primleri	NORP
emaj-257	353	1	mehmet akif ersoy	PERSON
emaj-257	353	2	sosyal bilimler enstitüsü	ORG
emaj-257	353	3	dergisi	ORG
emaj-257	354	1	8 (1	CARDINAL
emaj-257	354	2	369	CARDINAL
emaj-257	355	1	benkert c. (	PERSON
emaj-257	355	2	2004	DATE
emaj-257	357	1	the journal of futures markets	ORG
emaj-257	357	2	24	CARDINAL
emaj-257	357	3	1	CARDINAL
emaj-257	357	4	71–92 2004	DATE
emaj-257	357	5	wiley periodicals, inc.	ORG
emaj-257	357	6	10.1002/fut.10112	MONEY
emaj-257	357	7	r.	NORP
emaj-257	357	8	brennan	PERSON
emaj-257	357	9	i.w.	GPE
emaj-257	357	10	2005	DATE
emaj-257	359	1	60	CARDINAL
emaj-257	359	2	2255	CARDINAL
emaj-257	360	1	breitung	PERSON
emaj-257	360	2	j., & das	ORG
emaj-257	360	3	2005	DATE
emaj-257	362	1	statistica neerlandica	PERSON
emaj-257	362	2	414	CARDINAL
emaj-257	363	1	chan-lau	PERSON
emaj-257	363	2	jorge a.	PERSON
emaj-257	363	3	kim	PERSON
emaj-257	363	4	yoon s.	PERSON
emaj-257	363	5	2004	DATE
emaj-257	367	1	christie-david	PERSON
emaj-257	367	2	r.	NORP
emaj-257	367	3	chaudhry	GPE
emaj-257	367	4	koch	GPE
emaj-257	367	5	t.w.	GPE
emaj-257	367	6	2000	DATE
emaj-257	369	1	j. econ	PERSON
emaj-257	371	1	52	CARDINAL
emaj-257	371	2	405	CARDINAL
emaj-257	372	1	n.k.	GPE
emaj-257	372	2	çevik e.i.	PERSON
emaj-257	372	3	dibooglu	PERSON
emaj-257	373	1	2020	DATE
emaj-257	374	1	turkey	GPE
emaj-257	375	1	42	CARDINAL
emaj-257	375	2	2020	DATE
emaj-257	375	3	597	CARDINAL
emaj-257	376	1	d. n., & whiteman	ORG
emaj-257	376	2	c. h.	PERSON
emaj-257	376	3	1994	DATE
emaj-257	378	1	13(3	CARDINAL
emaj-257	378	2	279297	DATE
emaj-257	379	1	demirer	ORG
emaj-257	379	2	r.	NORP
emaj-257	379	3	ferrer	GPE
emaj-257	379	4	r.	NORP
emaj-257	379	5	shahzad	GPE
emaj-257	380	1	2019	DATE
emaj-257	382	1	may 2019	DATE
emaj-257	383	1	r.	NORP
emaj-257	383	2	d.	NORP
emaj-257	383	3	2006	DATE
emaj-257	386	1	financ	ORG
emaj-257	388	1	j. 62	PERSON
emaj-257	388	2	2	CARDINAL
emaj-257	389	1	dupuis	PERSON
emaj-257	389	2	d.	NORP
emaj-257	389	3	jacquier	PERSON
emaj-257	389	4	papageorgiou	PERSON
emaj-257	389	5	n., rémillard	PERSON
emaj-257	389	6	2009	DATE
emaj-257	391	1	9	CARDINAL
emaj-257	391	2	8)	CARDINAL
emaj-257	391	3	695	CARDINAL
emaj-257	392	1	fama	ORG
emaj-257	392	2	e. f. (	PERSON
emaj-257	392	3	1970	DATE
emaj-257	394	1	383	CARDINAL
emaj-257	395	1	2014	DATE
emaj-257	396	1	china	GPE
emaj-257	396	2	india	GPE
emaj-257	396	3	russia	GPE
emaj-257	397	1	2014;29:330e8	CARDINAL
emaj-257	398	1	forte	ORG
emaj-257	398	2	s.	PERSON
emaj-257	398	3	pena	PERSON
emaj-257	398	4	j.i.	GPE
emaj-257	398	5	2009	DATE
emaj-257	400	1	33	CARDINAL
emaj-257	400	2	2013-2025	DATE
emaj-257	401	1	fung	PERSON
emaj-257	401	2	gregory	PERSON
emaj-257	401	3	e.	PERSON
emaj-257	401	4	sierra yau	PERSON
emaj-257	401	5	j., zhang	PERSON
emaj-257	401	6	2009	DATE
emaj-257	401	7	u.s.	GPE
emaj-257	403	1	11	CARDINAL
emaj-257	403	2	1	CARDINAL
emaj-257	403	3	43-61	CARDINAL
emaj-257	404	1	12	CARDINAL
emaj-257	404	2	2022	CARDINAL
emaj-257	404	3	issn 2158-8708	PERSON
emaj-257	404	4	10.5195	CARDINAL
emaj-257	404	5	hülya yılmaz	PERSON
emaj-257	404	6	c. w.	PERSON
emaj-257	404	7	j. (	PERSON
emaj-257	404	8	1974	DATE
emaj-257	406	1	baltagi	NORP
emaj-257	406	2	badi h.	PERSON
emaj-257	406	3	557	CARDINAL
emaj-257	407	1	hadri	ORG
emaj-257	407	2	2000	DATE
emaj-257	409	1	3(2	CARDINAL
emaj-257	409	2	148	CARDINAL
emaj-257	410	1	2014	DATE
emaj-257	411	1	kredi	PERSON
emaj-257	412	1	100	CARDINAL
emaj-257	412	2	i̇lişkinin	NORP
emaj-257	412	3	maliye finans yazıları	PERSON
emaj-257	413	1	28	CARDINAL
emaj-257	414	1	102	CARDINAL
emaj-257	414	2	9	CARDINAL
emaj-257	415	1	d.	NORP
emaj-257	415	2	robert, f. (	PERSON
emaj-257	415	3	2006	DATE
emaj-257	418	1	financ	ORG
emaj-257	420	1	j. 62	PERSON
emaj-257	420	2	98	CARDINAL
emaj-257	421	1	k. s.	PERSON
emaj-257	421	2	pesaran	GPE
emaj-257	421	3	m. h., & shin	PERSON
emaj-257	421	4	2003	DATE
emaj-257	423	1	econometrics	ORG
emaj-257	423	2	115(1	CARDINAL
emaj-257	423	3	53-74	CARDINAL
emaj-257	424	1	jarrow	GPE
emaj-257	424	2	r. a.	PERSON
emaj-257	424	3	ve turnbull	PERSON
emaj-257	424	4	s. m. (	PERSON
emaj-257	424	5	1995	DATE
emaj-257	426	1	53-85	DATE
emaj-257	427	1	johansson	GPE
emaj-257	427	2	a. c.	PERSON
emaj-257	427	3	2010	DATE
emaj-257	428	1	asia	LOC
emaj-257	428	2	14	CARDINAL
emaj-257	429	1	stockholm school of economics	ORG
emaj-257	430	1	kao	PERSON
emaj-257	430	2	1999	DATE
emaj-257	432	1	90	CARDINAL
emaj-257	432	2	1-44	DATE
emaj-257	433	1	kayalar	GPE
emaj-257	433	2	d.e.	GPE
emaj-257	433	3	küçüközmen	GPE
emaj-257	433	4	c.c.	GPE
emaj-257	433	5	kestel	ORG
emaj-257	433	6	a.s-s.	PERSON
emaj-257	433	7	2017	CARDINAL
emaj-257	435	1	61	CARDINAL
emaj-257	435	2	2017	CARDINAL
emaj-257	435	3	162	CARDINAL
emaj-257	436	1	lee b.-j	PERSON
emaj-257	436	2	yang c. w.	PERSON
emaj-257	436	3	huang b-n.	PERSON
emaj-257	436	4	2012	DATE
emaj-257	437	1	g-7	ORG
emaj-257	438	1	34	CARDINAL
emaj-257	438	2	5	CARDINAL
emaj-257	438	3	september 2012	DATE
emaj-257	438	4	1284-1300	CARDINAL
emaj-257	439	1	levin	PERSON
emaj-257	439	2	lin	GPE
emaj-257	439	3	c. f., & chu	PERSON
emaj-257	439	4	c. s. j. (	PERSON
emaj-257	439	5	2002	DATE
emaj-257	441	1	econometrics	ORG
emaj-257	441	2	108(1	CARDINAL
emaj-257	441	3	1-24	DATE
emaj-257	442	1	li	PERSON
emaj-257	442	2	l.	PERSON
emaj-257	442	3	2002	DATE
emaj-257	444	1	yale icf	PERSON
emaj-257	446	1	lin	PERSON
emaj-257	446	2	f.-l	GPE
emaj-257	446	3	yang s.-y	PERSON
emaj-257	446	4	chen y-.f	PERSON
emaj-257	447	1	2018	DATE
emaj-257	449	1	55	CARDINAL
emaj-257	449	2	285	CARDINAL
emaj-257	450	1	f.a.	GPE
emaj-257	450	2	mithal	PERSON
emaj-257	450	3	s.	GPE
emaj-257	450	4	neis	GPE
emaj-257	450	5	e.	PERSON
emaj-257	450	6	2003	DATE
emaj-257	452	1	anderson school at ucla	ORG
emaj-257	453	1	r. c.	PERSON
emaj-257	453	2	1974	DATE
emaj-257	455	1	29	CARDINAL
emaj-257	455	2	449	CARDINAL
emaj-257	457	1	2012	DATE
emaj-257	459	1	29	CARDINAL
emaj-257	459	2	119131	DATE
emaj-257	460	1	narayan p. k.	PERSON
emaj-257	460	2	sharma s. s.	PERSON
emaj-257	460	3	thuraisamy k. s.	PERSON
emaj-257	460	4	2014	DATE
emaj-257	462	1	journal of banking &	ORG
emaj-257	462	2	41	CARDINAL
emaj-257	462	3	2014	DATE
emaj-257	462	4	167	CARDINAL
emaj-257	463	1	norden	GPE
emaj-257	463	2	l.	GPE
emaj-257	463	3	m. (	PERSON
emaj-257	463	4	2004	DATE
emaj-257	465	1	university of mannheim	ORG
emaj-257	465	2	germany	GPE
emaj-257	466	1	h., & kamil	ORG
emaj-257	466	2	a. a.	PERSON
emaj-257	466	3	2021	CARDINAL
emaj-257	467	1	germany	GPE
emaj-257	467	2	france	GPE
emaj-257	467	3	indonesia	GPE
emaj-257	467	4	turkey	GPE
emaj-257	468	1	13(1	CARDINAL
emaj-257	468	2	18-54	CARDINAL
emaj-257	469	1	y. j.	PERSON
emaj-257	469	2	kutan a. m.	PERSON
emaj-257	469	3	ryu d.	PERSON
emaj-257	469	4	2019	DATE
emaj-257	471	1	north american journal of economics	ORG
emaj-257	471	2	47	CARDINAL
emaj-257	471	3	622	CARDINAL
emaj-257	472	1	1999	DATE
emaj-257	474	1	oxford	NORP
emaj-257	474	2	61	CARDINAL
emaj-257	474	3	653-670	CARDINAL
emaj-257	475	1	2004	DATE
emaj-257	477	1	20	CARDINAL
emaj-257	477	2	597-625	CARDINAL
emaj-257	478	1	pesaran	ORG
emaj-257	478	2	m. h., & shin	PERSON
emaj-257	478	3	1995	DATE
emaj-257	479	1	9514	CARDINAL
emaj-257	480	1	cambridge	GPE
emaj-257	481	1	pesaran	ORG
emaj-257	481	2	m. h.	PERSON
emaj-257	481	3	r. p.	PERSON
emaj-257	481	4	1999	DATE
emaj-257	483	1	the american statistical association	ORG
emaj-257	483	2	94(446	CARDINAL
emaj-257	483	3	621-634	CARDINAL
emaj-257	484	1	pesaran	ORG
emaj-257	484	2	m. hashem	PERSON
emaj-257	484	3	2004	DATE
emaj-257	485	1	1240	CARDINAL
emaj-257	486	1	pesaran	ORG
emaj-257	486	2	m. h.	PERSON
emaj-257	486	3	2015	CARDINAL
emaj-257	488	1	34(6-10	DATE
emaj-257	488	2	1089-1117	CARDINAL
emaj-257	489	1	j. d.	PERSON
emaj-257	489	2	1964	DATE
emaj-257	490	1	the united kingdom	GPE
emaj-257	491	1	16	CARDINAL
emaj-257	491	2	25	CARDINAL
emaj-257	492	1	12	CARDINAL
emaj-257	492	2	2022	CARDINAL
emaj-257	492	3	issn 2158-8708	PERSON
emaj-257	492	4	10.5195	CARDINAL
emaj-257	492	5	brazil	GPE
emaj-257	492	6	mexico	GPE
emaj-257	492	7	russia	GPE
emaj-257	492	8	turkey	GPE
emaj-257	492	9	sarıgül h.	PERSON
emaj-257	492	10	şengelen h.e.	PERSON
emaj-257	492	11	2020	DATE
emaj-257	493	1	kredi	GPE
emaj-257	493	2	takas	NORP
emaj-257	493	3	primleri	NORP
emaj-257	493	4	banka	GPE
emaj-257	493	5	senetleri üzerine ampirik bir araştırma	PERSON
emaj-257	494	1	dergisi	ORG
emaj-257	494	2	nisan/2020	ORG
emaj-257	494	3	86	CARDINAL
emaj-257	494	4	205	CARDINAL
emaj-257	494	5	222	CARDINAL
emaj-257	494	6	2146-3042	CARDINAL
emaj-257	494	7	10.25095	CARDINAL
emaj-257	494	8	r.j, & beltratti	ORG
emaj-257	494	9	a.e.	ORG
emaj-257	494	10	1992	DATE
emaj-257	496	1	journal of monetary economics	ORG
emaj-257	496	2	30	CARDINAL
emaj-257	496	3	25	CARDINAL
emaj-257	497	1	singhal s.	PERSON
emaj-257	497	2	choudhary s.	PERSON
emaj-257	497	3	biswal p. c.	PERSON
emaj-257	497	4	2019	DATE
emaj-257	498	1	mexico	GPE
emaj-257	499	1	60	CARDINAL
emaj-257	499	2	2019	CARDINAL
emaj-257	499	3	255	CARDINAL
emaj-257	500	1	g., cohen	PERSON
emaj-257	500	2	2002	DATE
emaj-257	502	1	ed	PERSON
emaj-257	502	2	138–173	CARDINAL
emaj-257	502	3	smyth r.	PERSON
emaj-257	502	4	narayan p. k.	PERSON
emaj-257	502	5	2018	DATE
emaj-257	504	1	57	CARDINAL
emaj-257	504	2	2018) 148156	DATE
emaj-257	505	1	swanson	PERSON
emaj-257	505	2	e. t.	PERSON
emaj-257	505	3	j. c.	PERSON
emaj-257	505	4	2014	DATE
emaj-257	506	1	zero	CARDINAL
emaj-257	507	1	american	NORP
emaj-257	507	2	104(10	DATE
emaj-257	507	3	3154-3185	DATE
emaj-257	508	1	taylor	PERSON
emaj-257	508	2	j. b.	PERSON
emaj-257	508	3	1993	DATE
emaj-257	510	1	carnegie-rochester conference series	ORG
emaj-257	510	2	39	CARDINAL
emaj-257	510	3	195	CARDINAL
emaj-257	511	1	triki m. b.	PERSON
emaj-257	511	2	maatoug a. b.	PERSON
emaj-257	511	3	2020	DATE
emaj-257	513	1	2	CARDINAL
emaj-257	513	2	j. (2005	GPE
emaj-257	515	1	24	CARDINAL
emaj-257	515	2	297316	DATE
emaj-257	516	1	1926	DATE
emaj-257	519	1	1-63	CARDINAL