Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?
- Jammazi, R.
- Ferrer, R.
- Jareño, F.
- Shahzad, S.J.H.
Journal:
International Review of Economics and Finance
ISSN: 1059-0560
Year of publication: 2017
Volume: 49
Pages: 453-483
Type: Article