id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-14348	Wu, Maoguo; Lu, Daimin	Volatility Spillover Effect of International Crude Oil Futures and China-Russia Stock Market: A Multivariate BEKK-GARCH Model Based on Wavelet Multiresolution Analysis	2019	20	.pdf	application/pdf	7119	301	57	This study mainly studies the relationship between international crude oil futures price and the comprehensive stock index and industry stock index of China and Russia, and compares the impact of international crude oil futures price on the stock market of the largest importer and the largest exporter of crude oil to explore the Asian Journal of Finance & Accounting ISSN 1946-052X 2019, Vol. 11, No. 1 ajfa.macrothink.org 64 linkage between crude oil futures price and stock market, and puts forward policy implications based on the empirical results. Crude oil futures price is the embodiment of crude oil price, and stock market is the barometer of macro-economy.	cache/ajfa-14348.pdf	txt/ajfa-14348.txt