Assessing permanent and transitory volatility spillover effect from oil to stocks in Baltic and Visegrad countries

Dejan Živkov, Marina Gajić-Glamočlija, Jasmina Đurašković, Mirela Momčilović

Year of publication:	2022
Authors:	Živkov, Dejan ; Gajić-Glamočlija, Marina ; Đurašković, Jasmina ; Momčilović, Mirela
Subject:	transitory and permanent volatility transmission \| Brent oil \| stock indices \| CGARCH \| robust quantile regression \| Volatilität \| Volatility \| Börsenkurs \| Share price \| Spillover-Effekt \| Spillover effect \| Visegrad-Staaten \| Visegrad countries \| Schätzung \| Estimation \| Aktienindex \| Stock index

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