Cite
HARVARD Citation
Jiang, Y. et al. (2022). Time‐frequency analysis of risk spillovers from oil to BRICS stock markets: A long‐memory Copula‐CoVaR‐MODWT method. International journal of finance & economics. pp. 3386-3404. [Online].
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Jiang, Y. et al. (2022). Time‐frequency analysis of risk spillovers from oil to BRICS stock markets: A long‐memory Copula‐CoVaR‐MODWT method. International journal of finance & economics. pp. 3386-3404. [Online].