Oil price and financial markets: Multivariate dynamic frequency analysis

Author:

Creti Anna,Ftiti Zied,Guesmi Khaled

Publisher

Elsevier BV

Subject

Management, Monitoring, Policy and Law,General Energy

Reference54 articles.

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3. Business cycles synchronization in East Asian economy: evidences from time-varying coherence study;Allégret;Econ. Model.,2011

4. Oil prices and stock markets in GCC countries: empirical evidence from panel analysis;Arouri;Int. J. Financ. Econ.,2011

5. Artis, M.J., Bladen-Hovell, R. Nachane D.M., 1992. Instability of Velocity of Money, a New Approach Based on the Evolutionary Spectrum, CEPR Discussion Paper, no. 735.

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