Work

Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach

Year: 2011

Type: article

Source: Energy

DOI: 10.1016/j.energy.2011.11.011

Author: Rania Jammazi

Institutions: Tunis El Manar University, University of Sousse

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2025810522

FWCI: 22.74

Cites: 107

Cited by: 97

Related to: 10