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Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach

Rania Jammazi

Open publisher page 98 citations

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Key concepts: Econometrics, Stock market, Economics, Volatility (finance), Markov chain, Stock (firearms), Wavelet, Structural break

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Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach — Research Paper | ScholarLens