The evolution of spillover effects between oil and stock markets across multi-scales using a wavelet-based GARCH–BEKK model

By Xueyong Liu, Haizhong An, Shupei Huang, Shaobo Wen. 2017

119 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Mechanics of Materials

View Paper: https://www.semanticscholar.org/paper/be08f7f14db2ec71575d9397a884cb56e3a77a28

Citations in the corpus

• The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment (2017, unknown): “[35] Interdependence or contagion relationship”