Do crude oil prices drive the relationship between stock markets of oil-importing and oil-exporting countries?
Year of publication: |
2019
|
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Authors: | Youssegf, Manel ; Mokni, Khaled |
Published in: |
Economies. - Basel : MDPI, ISSN 2227-7099. - Vol. 7.2019, 3, p. 1-22
|
Publisher: |
Basel : MDPI |
Subject: | oil prices | dynamic conditional correlations | oil-exporting countries | oil-importing countries | stock markets |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/economies7030070 [DOI] 1669468208 [GVK] hdl:10419/257002 [Handle] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G15 - International Financial Markets ; Q40 - Energy. General |
Source: |
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Youssegf, Manel, (2019)
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Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
Kolokolov, Alexei, (2011)
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High and low frequency correlations in global equity markets
Engle, Robert, (2009)
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Youssegf, Manel, (2019)
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Mokni, Khaled, (2020)
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Asymmetric effect of oil prices on herding in commodity markets
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