Volatility spillovers between oil prices and stock returns in developing countries
Khairulla Massadikov
Year of publication: |
2021
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Authors: | Massadikov, Khairulla |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 11.2021, 4, p. 121-126
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Subject: | oil price | stock return | volatility spillovers | VAR-GARCH model | Ölpreis | Oil price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Entwicklungsländer | Developing countries | ARCH-Modell | ARCH model | Kapitalmarktrendite | Capital market returns |
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