Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method
Copy For Citation
Bildirici M. E., Salman M., Ersin Ö. Ö.
MATHEMATICS, vol.10, pp.1-16, 2022 (SCI-Expanded)
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Publication Type:
Article / Article
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Volume:
10
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Publication Date:
2022
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Doi Number:
10.3390/math10214035
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Journal Name:
MATHEMATICS
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Journal Indexes:
Science Citation Index Expanded (SCI-EXPANDED), Scopus, Aerospace Database, Communication Abstracts, Metadex, zbMATH, Directory of Open Access Journals, Civil Engineering Abstracts
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Page Numbers:
pp.1-16
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Yıldız Technical University Affiliated:
Yes