Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach
Year of publication: |
2014-03-28
|
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Authors: | Jammazi, Rania |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | Trivariate BEKK-Markov Switching | wavelet decomposition | oil shocks | stock markets |
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