Pages that link to "Item:Q2332762"
From MaRDI portal
The following pages link to Spillover effect and Granger causality investigation between China's stock market and international oil market: a dynamic multiscale approach (Q2332762):
Displaying 8 items.
- Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China (Q2148362) (← links)
- Intra-day co-movements of crude oil futures: China and the international benchmarks (Q2150840) (← links)
- Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications (Q2165448) (← links)
- Study on the time-varying volatility transmission between China's stock market and international stock markets based on ergodicity analysis of the Granger causality test (Q2885599) (← links)
- Comparison of price fluctuation among domestic and oversea oil shipping stocks based on DC-MSV model (Q3307063) (← links)
- EFFECT OF OIL PRICES ON STOCK MARKETS: EVIDENCE FROM NEW GENERATION OF STAR MODEL (Q5213475) (← links)
- Volatility spillover between Chinese stock market and selected emerging economies: a dynamic conditional correlation and portfolio optimization perspective (Q6054330) (← links)
- Multi-scale features of interdependence between oil prices and stock prices (Q6131006) (← links)