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Directional spillover effects and time-frequency nexus betw..:
Hung, Ngo Thai
;
Vo, Xuan Vinh
International Review of Financial Analysis. 76 (2021) - p. 101730 , 2021
Link:
https://doi.org/10.1016/j.irfa.2021.101730
RT Journal T1 <Title>Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.irfa.2021.101730&Exemplar=1&LAN=DE A1 Hung, Ngo Thai A1 Vo, Xuan Vinh PB Elsevier BV YR 2021 SN 1057-5219 JF International Review of Financial Analysis VO 76 SP 101730 LK http://dx.doi.org/https://doi.org/10.1016/j.irfa.2021.101730 DO https://doi.org/10.1016/j.irfa.2021.101730 SF ELIB - SuUB Bremen
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