Oil and BRIC stock markets before and after COVID-19 : a local Gaussian correlation approach
Year of publication: |
2021
|
---|---|
Authors: | Yuan, Di ; Zhang, Feipeng ; Cuia, Fenghui ; Wang, Shuo |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 6, p. 1592-1602
|
Subject: | contagion | Crude oil | local Gaussian correlation | stock market | Aktienmarkt | Stock market | Korrelation | Correlation | Ölmarkt | Oil market | Coronavirus | Erdöl | Petroleum |
-
Does COVID-19 impact the dependence between oil and stock markets? : evidence from RCEP countries
Li, Dongxin, (2024)
-
Crude oil and stock markets in the COVID-19 crisis : evidence from oil exporters and importers
Heinlein, Reinhold, (2021)
-
Asafo-Adjei, Emmanuel, (2024)
- More ...
-
Detecting Financial Contagion Using a New Nonparametric Measure of Asymmetric Comovements
Zhang, Feipeng, (2022)
-
Zhang, Feipeng, (2024)
-
Economic policy uncertainty, oil and stock markets in BRIC : evidence from quantiles analysis
Yuan, Di, (2022)
- More ...