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The effects of crude oil shocks on stock market shifts behaviour : a regime switching approach
Aloui, Chaker; Jammazi, Rania - In: Energy economics 31 (2009) 5, pp. 789-799
Persistent link: https://www.econbiz.de/10003880310
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Wavelet decomposition and regime shifts : assessing the effects of crude oil shocks on stock market returns
Jammazi, Rania; Aloui, Chaker - In: Energy policy 38 (2010) 3, pp. 1415-1435
Persistent link: https://www.econbiz.de/10003938125