A Markov Switching Vector Error Correction Model on Oil Price and Gold Price Effect on Stock Market Returns
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DOI: 10.22610/imbr.v5i7.1059
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- Jean Marcelin B. Brou & Mbodja Mougoué & Eugene Kouassi & Kebaabetswe Thulaganyo & Benjamin K. Acquah, 2022. "Effects of diamond price volatility on stock returns: Evidence from a developing economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1025-1043, January.
- Atul Shiva & Monica Sethi, 2015. "Understanding Dynamic Relationship among Gold Price, Exchange Rate and Stock Markets: Evidence in Indian Context," Global Business Review, International Management Institute, vol. 16(5_suppl), pages 93-111, October.
- Li, Leon, 2022. "The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk," Energy Economics, Elsevier, vol. 105(C).
- Vesna Bucevska & Borjan Gjelevski & Lea Matevska, 2023. "Oil Prices And Their Long-Term Relationship With Macroeconomic And Financial Indicators," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 21(1), pages 3-24, May.
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