Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method


Bildirici M. E., Salman M., Ersin Ö. Ö.

MATHEMATICS, vol.10, pp.1-16, 2022 (SCI-Expanded)

  • Publication Type: Article / Article
  • Volume: 10
  • Publication Date: 2022
  • Doi Number: 10.3390/math10214035
  • Journal Name: MATHEMATICS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Aerospace Database, Communication Abstracts, Metadex, zbMATH, Directory of Open Access Journals, Civil Engineering Abstracts
  • Page Numbers: pp.1-16
  • Yıldız Technical University Affiliated: Yes