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  • Search: subject:"wavelet VaR"
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Subject
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Aktienmarkt 1 Coronavirus 1 LATAM stock markets 1 Oil market 1 Oil price 1 State space model 1 Stock market 1 Volatility 1 Volatilität 1 Wavelet-VAR 1 Wavelets 1 Zustandsraummodell 1 oil pass-through 1 oil price volatility 1 Ölmarkt 1 Ölpreis 1
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CC license 1 Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
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Ahmed, Gouher 1 Gaytan, Jesus Cuauhtemoc Tellez 1 Paramaiah, CH 1 Rafiuddin, Aqila 1 Sisodia, Gyanendra Singh 1
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International Journal of Energy Economics and Policy : IJEEP 1
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ECONIS (ZBW) 1
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Pass-through effects of oil prices on LATAM emerging stocks before and during COVID-19 : an evidence from a Wavelet -VAR analysis
Gaytan, Jesus Cuauhtemoc Tellez; Rafiuddin, Aqila; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 1, pp. 529-543
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