Bildirici, M. E. Et Al. 2022. Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method. MATHEMATICS , vol.10 , 1-16.

Bildirici, M. E., Salman, M., & Ersin, Ö. Ö., (2022). Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method. MATHEMATICS , vol.10, 1-16.

Bildirici, Melike, Memet Salman, And Özgür Ömer Ersin. "Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method," MATHEMATICS , vol.10, 1-16, 2022

Bildirici, Melike E. Et Al. "Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method." MATHEMATICS , vol.10, pp.1-16, 2022

Bildirici, M. E. Salman, M. And Ersin, Ö. Ö. (2022) . "Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method." MATHEMATICS , vol.10, pp.1-16.

@article{article, author={Melike Elif BİLDİRİCİ Et Al. }, title={Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method}, journal={MATHEMATICS}, year=2022, pages={1-16} }