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~isPartOf:"CESifo working papers"
~person:"Helmi, Mohamad Husam"
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Helmi, Mohamad Husam
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Oil prices, exchange rates and sectoral stock returns in the BRICS-T countries : a time-varying approach
Caporale, Guglielmo Maria
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Catik, A. Nazif
;
Kışla, …
-
2021
structural
breaks
is investigated using the Bai and Perron (2003) tests, and a state-space model with time-varying parameters is …
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