How do risk shocks reshape the spillovers among the oil, gold, emerging, and developed markets? Evidence from a new TVP-VAR-based wavelet coherence framework
Year: 2024
Type: article
Source: Applied Economics
Authors: Dongkai Zhao, Peizhi Li, Mo Yang, Yingqi Lian
Institution: Dongbei University of Finance and Economics
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4401470709