Dynamic spillovers between oil and stock markets : new approaches at spillover index
Yen-Hsien Lee, Ting-Huei Liao, Ya-Ling Huang & Tzu-Ling Huang
| Year of publication: |
2015
|
|---|---|
| Authors: | Lee, Yen-Hsien ; Liao, Ting-Huei ; Huang, Ya-Ling ; Huang, Tzu-Ling |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 6.2015, 2, p. 178-189
|
| Subject: | Brent oil market | stock returns | volatility | spillover index | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Aktienmarkt | Stock market | Ölpreis | Oil price | Welt | World | Ölmarkt | Oil market | Börsenkurs | Share price | Schätzung | Estimation | Aktienindex | Stock index | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
| 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/10011405144