Dynamic relations between oil and stock markets : volatility spillovers, networks and causality
Jose E. Gomez-Gonzalez, Jorge Hirs-Garzón, Sebastián Sanín-Restrepo
| Year of publication: |
2021
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|---|---|
| Authors: | Gómez González, José Eduardo ; Hirs-Garzón, Jorge ; Sanín-Restrepo, Sebastián |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 165.2021, p. 37-50
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| Subject: | Time-varying causality | Oil price | Stock market returns | Emerging market economies | Ölpreis | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Kausalanalyse | Causality analysis | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2020.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013254100