Multi-scale Features of Interdependence Between Oil Prices and Stock  Prices

This paper investigates the time-varying connectedness between oil prices and the stock prices in African markets. We employ a wavelet-based dynamic conditional correlation framework, which allows us to look into the time-varying correlation between oil and African stock markets in time and frequenc...

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Detalles Bibliográficos
Autores principales: Hung, Ngo Thai, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Japan 2022
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9579589/
http://dx.doi.org/10.1007/s10690-022-09385-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9579589/
http://dx.doi.org/10.1007/s10690-022-09385-5

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