Examining the spillover effects of volatile oil prices on Iran's stock market using wavelet-based multivariate GARCH model
Siab Mamipour, Sanaz Yazdani, Elmira Sepehri
| Year of publication: |
2022
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|---|---|
| Authors: | Mamipour, Siab ; Yazdani, Sanaz ; Sepehri, Elmira |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 46.2022, 4, p. 785-801
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| Subject: | Multivariate GARCH Model | Oil Prices | Stock Market | Volatility Spillover | Wavelet Transformation | ARCH-Modell | ARCH model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Aktienmarkt | Stock market | Iran | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-022-09587-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013442234