Effects of conditional oil volatility on exchange rate and stock markets returns
Tarek Bouazizi, Fatma Mrad, Arafet Hamida, Sawsen Nafti
| Year of publication: |
2022
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|---|---|
| Authors: | Bouazizi, Tarek ; Mrad, Fatma ; Hamida, Arafet ; Nafti, Sawsen |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 2, p. 53-71
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| Subject: | ARMA-GARCH | Conditional Volatility | Oil price | Exchange Rate | Stock Market | Volatilität | Volatility | Wechselkurs | Exchange rate | Ölpreis | Börsenkurs | Share price | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Welt | World |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.12826 [DOI] hdl:11159/8611 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013190003