Time‐frequency analysis of risk spillovers from oil to BRICS stock markets : A long‐memory Copula‐CoVaR‐MODWT method
| Year of publication: |
2020
|
|---|---|
| Authors: | Jiang, Yonghong ; Mu, Jinqi ; Nie, He ; Wu, Lanxin |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 3 (02.12.), p. 3386-3404
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2326 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012407136