Testing the Volatility Spillover between Crude Oil Price and the U.S. Stock Market Returns
Year of publication: |
2023
|
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Authors: | Kondoz, Mehmet ; Bora, Ilhan ; Kirikkaleli, Dervis ; Athari, Seyed Alireza |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Ölpreis | Oil price | USA | United States | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Schätzung | Estimation | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (17 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Management Science Letters, Volume 9 Issue 8 pp. 1221-1230 , 2019 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2019 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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