Re-examining oil and BRICS’ stock markets: new evidence from wavelet and MGARCH-DCC-Reference-Cited by-同舟云学术

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

Published:2021-01-06 Issue: Volume: Page:1-19
ISSN:1752-0843
Container-title:Macroeconomics and Finance in Emerging Market Economies
language:en
Short-container-title:Macroeconomics and Finance in Emerging Market Economies

Author:

Karim Muhammad Mahmudul¹,Chowdhury Mohammad Ashraful Ferdous²,Masih Mansur³

Affiliation:

1. INCEIF, Lorong Universiti A , Kuala Lumpur, Malaysia

2. Department of Business Administration, Shahjalal University of Science & Technology , Bangladesh

3. Finance/Islamic Finance, UniKL Business School , Kuala Lumpur, Malaysia

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/17520843.2020.1861047

Reference47 articles.

1. The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches

2. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest

3. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness

4. Asymmetric impact of oil price on Islamic sectoral stocks

5. Bernanke, B. (2016). The relationship between stocks and oil prices. The Brooking Institution 19 February. [Accessed 10 December 2016]. http://www.brookings.edu

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