Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
Year of publication: |
2013
|
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Authors: | Awartani, Basel ; Maghyereh, Aktham I. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 36.2013, p. 28-42
|
Subject: | Stock returns | Volatility | Spillovers | Vector autoregression | Variance decomposition | Spillover-Effekt | Spillover effect | Volatilität | Arabische Golf-Staaten | Gulf countries | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Ölpreis | Oil price | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method |
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