Forcing variables in the dynamics of risk spillovers in oil-related CDS sectors, equity, bond and oil markets and volatility market risks
Shawkat Hammoudeh and Ramazan Sari
| Year of publication: |
2014
|
|---|---|
| Authors: | Hammoudeh, Shawkat ; Sari, Ramazan |
| Published in: |
The interrelationship between financial and energy markets. - Berlin [u.a.] : Springer, ISBN 3-642-55381-8. - 2014, p. 113-140
|
| Subject: | Ölpreis | Oil price | Volatilität | Volatility | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Kfz-Industrie | Automotive industry | Chemieindustrie | Chemical industry | Erdölindustrie | Oil industry | Gaswirtschaft | Gas industry | Versorgungswirtschaft | Public utilities | Schätzung | Estimation | USA | United States | 2004-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010411148