Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
Year of publication: |
2014-11-05
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Authors: | Antonakakis, Nikolaos ; Chatziantoniou, Ioannis ; Filis, George |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Oil price shocks | Stock market | Volatility | Spillover index | Structural Vector Autoregression | Geopolitical unrest | Economic crisis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G11 - Portfolio Choice ; G15 - International Financial Markets ; Q41 - Demand and Supply ; Q43 - Energy and the Macroeconomy |
Source: |
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Antonakakis, Nikolaos, (2017)
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Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
Antonakakis, Nikolaos, (2014)
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Dynamic spillovers of oil price shocks and policy uncertainty
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Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries
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Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
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