Spillover effect and Granger causality investigation between China's stock market and international oil market: a dynamic multiscale approach (Q2332762)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spillover effect and Granger causality investigation between China's stock market and international oil market: a dynamic multiscale approach |
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Spillover effect and Granger causality investigation between China's stock market and international oil market: a dynamic multiscale approach (English)
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5 November 2019
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China's stock market
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Brent oil market
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spillover effect
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bivariate empirical mode decomposition
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Granger causality test
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