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Our data says that the document:
Ling, Lin ; Yangchen, Ou ; Yong, Jiang ; Zhongbao, Zhou. (2021) Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?.
In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.
Full description at Econpapers
cites:
Lu, Fengbin ; Qiao, Han ; Wang, Shouyang ; Lai, Kin Keung ; Li, Yuze Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets. 2017 Environmental research. 152 351-359
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