Dynamic spillovers between gulf cooperation council's stocks, VIX, oil and gold volatility indices
Year of publication: |
2020
|
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Authors: | Alqahtani, Abdullah ; Chevallier, Julien |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 13.2020, 4, p. 1-17
|
Publisher: |
Basel : MDPI |
Subject: | DCC-GARCH | gold | Gulf Cooperation Council | oil | VIX |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm13040069 [DOI] 1736862545 [GVK] hdl:10419/239157 [Handle] |
Classification: | C32 - Time-Series Models ; F30 - International Finance. General ; f65 |
Source: |
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