Dynamic spillover effect between oil prices and economic policy uncertainty in bric countries : a wavelet-based approach

Xiuwen Chen, Xiaolei Sun, and Jun Wang

Year of publication:	2019
Authors:	Chen, Xiuwen ; Sun, Xiaolei ; Wang, Jun
Subject:	BEKK-GARCH \| dynamic correlation \| multiscale analysis \| volatility spillover \| wavelet analysis \| Volatilität \| Volatility \| Spillover-Effekt \| Spillover effect \| Ölpreis \| Oil price \| Korrelation \| Correlation \| Zustandsraummodell \| State space model \| Schätzung \| Estimation \| ARCH-Modell \| ARCH model \| BRICS-Staaten \| BRICS countries \| Wirtschaftspolitik \| Economic policy

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