Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? A time-frequency analysis
Author:
Affiliation:
1. School of Management, Hangzhou Dianzi University, Hangzhou, China
Funder
National Natural Science Foundation of China
Natural Science Foundation of Zhejiang Province
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2022.2140115
Reference59 articles.
1. Uncertainty and crude oil returns
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5. On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
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