International implied volatility risk indexes and Saudi stock return-volatility predictabilities
Kais Tissaoui, Jamel Azibi
| Year of publication: |
2019
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|---|---|
| Authors: | Tissaoui, Kais ; Azibi, Jamel |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 47.2019, p. 65-84
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| Subject: | Cross-correlation function | Dynamic conditional correlation | International financial markets | Oil and metal markets | Return and volatility predictability | Saudi stock market | Volatility risks | Volatilität | Volatility | Saudi-Arabien | Saudi Arabia | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Korrelation | Correlation | Aktienmarkt | Stock market | Metallmarkt | Metal market | Risiko | Risk | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.11.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012117812