Kartsonakis-Mademlis D, Dritsakis N. Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. IJEEP [Internet]. 2020 Aug. 10 [cited 2024 Nov. 7];10(5):164-82. Available from: https://econjournals.com.tr/index.php/ijeep/article/view/9469