Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach

Walid Mensi, Besma Hkiri, Khamis H. Al-Yahyaee, Sang Hoon Kang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

72 Citations (Scopus)

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Business & Economics