Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
George Filis; Stavros Degiannakis; Christos Floros
| Year of publication: |
2011
|
|---|---|
| Authors: | Filis, George ; Degiannakis, Stavros ; Floros, Christos |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 20.2011, 3, p. 152-164
|
| Subject: | Oil prices | Oil price shocks | Stock market returns | DCC-GARCH | Dynamic correlation | Ölpreis | Oil price | Korrelation | Correlation | Aktienmarkt | Stock market | Ölmarkt | Oil market | VAR-Modell | VAR model | Volatilität | Volatility | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009295790