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Research Articles

Re-examining oil and BRICS’ stock markets: new evidence from wavelet and MGARCH-DCC

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Pages 196-214 | Received 25 Dec 2019, Accepted 03 Dec 2020, Published online: 06 Jan 2021

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Ngo Thai Hung. (2023) Dynamic spillover effect and hedging between the gold price and key financial assets. New evidence from Vietnam. Macroeconomics and Finance in Emerging Market Economies 16:2, pages 326-356.
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Ahmad Monir Abdullah, Hishamuddin Abdul Wahab, Mohd Fahmi Ghazali, Mohd Hasimi Yaacob & Abul Mansur Mohammed Masih. (2022) The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques. Cogent Business & Management 9:1.
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Articles from other publishers (5)

Ngo Thai Hung & Xuan Vinh Vo. (2022) Multi-scale Features of Interdependence Between Oil Prices and Stock  Prices. Asia-Pacific Financial Markets 30:3, pages 475-504.
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Edib Smolo, Rashed Jahangir, Ruslan Nagayev & Ahmet F. Aysan. (2023) Performances of leading Islamic finance markets prior to and during the COVID-19 pandemic. Heliyon 9:1, pages e12870.
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Moinak Maiti, Darko Vukovic, Yaroslav Vyklyuk & Zoran Grubisic. (2022) BRICS Capital Markets Co-Movement Analysis and Forecasting. Risks 10:5, pages 88.
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Ahmed Bossman. (2021) Information Flow from COVID-19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN-Induced Transfer Entropy Analysis. Complexity 2021, pages 1-20.
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Peterson Owusu Junior, Siaw Frimpong, Anokye M. Adam, Samuel K. Agyei, Emmanuel N. Gyamfi, Daniel Agyapong & George Tweneboah. (2021) COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach. Mathematical Problems in Engineering 2021, pages 1-19.
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