Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Huiming Zhu, Xi Huang, Fangyu Ye, Shuang Li
| Year of publication: |
2024
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| Authors: | Zhu, Huiming ; Huang, Xi ; Ye, Fangyu ; Li, Shuang |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 70.2024, Art.-No. 102062, p. 1-25
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| Subject: | Cross-quantile dependence | Crude oil | Frequency spillover effects | Stock market returns | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Ölpreis | Oil price | Volatilität | Volatility | Börsenkurs | Share price | BRICS-Staaten | BRICS countries | Kapitaleinkommen | Capital income | Erdöl | Petroleum | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.102062 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491952