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Journal: Mathematics, 2022
Volume: 10
Number: 4035
Article:
Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method
Authors:
by
Melike E. Bildirici, Memet Salman and Özgür Ömer Ersin
Link:
https://www.mdpi.com/2227-7390/10/21/4035
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