Time-frequency analysis of risk spillovers from oil to BRICS stock markets : a long-memory Copula-CoVaR-MODWT method
Yonghong Jiang, Jinqi Mu, He Nie, Lanxin Wu
| Year of publication: |
2022
|
|---|---|
| Authors: | Jiang, Yonghong ; Mu, Jinqi ; Nie, He ; Wu, Lanxin |
| Subject: | BRICS | oil | risk spillovers | stock markets | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | BRICS-Staaten | BRICS countries | Volatilität | Volatility | Risiko | Risk | Erdölindustrie | Oil industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2326 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013329872