Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis

Huiming Zhu, Dongwei Yu, Liya Hau, Hao Wu, Fangyu Ye

Year of publication:	2022
Authors:	Zhu, Huiming ; Yu, Dongwei ; Hau, Liya ; Wu, Hao ; Ye, Fangyu
Published in:	The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 61.2022, p. 1-23
Subject:	Crude oil \| Exchange rate \| Rolling windows \| Stock markets \| Threshold quantile regression \| Time-frequency effect \| Aktienmarkt \| Stock market \| Wechselkurs \| Regressionsanalyse \| Regression analysis \| Volatilität \| Volatility \| Ölpreis \| Oil price \| Erdöl \| Petroleum \| Schätzung \| Estimation \| BRICS-Staaten \| BRICS countries

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