The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches
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DOI: 10.1016/j.eneco.2024.108101
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More about this item
Keywords
Oil price shocks; Dynamic connectedness; TVP-VAR; Wavelet quantile correlation; Spillover; Emerging market economies;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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