Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach

Zhenhua Liu, Xunpeng Shi, Pengxiang Zhai, Shan Wu*, Zhihua Ding*, Yuqin Zhou

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

72 Citations (Scopus)

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Economics, Econometrics and Finance