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. 2017 Dec 20;56:153–166. doi: 10.1016/j.irfa.2017.12.004

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© 2017 Elsevier Inc. All rights reserved.

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Fig. 3 — Fear Index around the event days. The figure depicts the average value of VIX and VXO indices around the event day (t = 0). The 2014–2016 Ebola outbreak period is covered. It includes 40 non-overlapping events of the total 103 events.