Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS

	Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
	Qiang Ji; Bing-Yue Liu; Wan-Li Zhao; Ying Fan
刊名	International Review of Financial Analysis
	2020
期号	68 页码:101238
语种	英语
内容类型	期刊论文
源URL	[http://ir.casisd.cn/handle/190111/9873]
专题	系统分析与管理研究所
通讯作者	Qiang Ji
推荐引用方式 GB/T 7714	Qiang Ji,Bing-Yue Liu,Wan-Li Zhao,et al. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS[J]. International Review of Financial Analysis,2020(68):101238.
APA	Qiang Ji,Bing-Yue Liu,Wan-Li Zhao,&Ying Fan.(2020).Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS.International Review of Financial Analysis(68),101238.
MLA	Qiang Ji,et al."Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS".International Review of Financial Analysis .68(2020):101238.