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for the journal article

Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?
Ling Lin, Zhongbao Zhou, Yong Jiang and Yangchen Ou
The North American Journal of Economics and Finance from Elsevier
Read abstract and download full text files (if available) at EconPapers

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RePEc statistics are gathered once a month from the participating services. The statistics show abstract views at the RePEc services and file downloads originated from the RePEc services.

Access Statistics for the journal article
Month Downloads Abstract Views 
2021-0601
2021-0701
2021-0800
2021-0900
2021-1001
2021-1101
2021-1200
2022-0100
2022-0200
2022-0300
2022-0402
2022-0500
2022-0600
2022-0700
2022-0802
2022-0900
2022-1000
2022-1100
2022-1200
2023-0100
2023-0200
2023-0300
2023-0400
2023-0500
2023-0600
2023-0700
2023-0811
2023-0900
2023-1000
2023-1101
2023-1200
2024-0101
2024-0200
2024-0302
2024-0400
2024-0500
2024-0600
2024-0700
2024-0800
2024-0911
2024-1001
2024-1101
2024-1200
2025-0101
2025-0212
2025-0301
2025-0401
2025-0500
2025-0611
2025-0702
2025-0800

Statistics updated 2025-09-04