Asymmetric volatility spillovers of oil price and exchange rate on chemical stocks : fresh results from a VAR-TBEKK-in-mean model for Iran
Mohammad Sayadi, Meysam Rafei, Younes Sheykha
| Year of publication: |
2022
|
|---|---|
| Authors: | Sayadi, Mohammad ; Rafei, Meysam ; Sheykha, Younes |
| Subject: | Volatility Spillover | VAR-TBEKK-in-Mean Model | Conditional Volatility | Chemical Industry | Crude Oil | Volatilität | Volatility | Chemieindustrie | Chemical industry | Ölpreis | Oil price | Iran | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Welt | World | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2022.90663 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013531088