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
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| Authors: | Živkov, Dejan ; Gajić-Glamočlija, Marina ; Đurašković, Jasmina ; Momčilović, Mirela |
| Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Acad. Press, ISSN 2729-7470, ZDB-ID 2058973-6. - Vol. 70.2022, 6, p. 523-543
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.31577/ekoncas.2022.06.03 [DOI] hdl:11159/13121 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539201