Oil risk and asset returns : evidence from emerging markets in the Middle East
Jussi Nikkinen, Kashif Saleem, Minna Martikainen, and Mohammed Omran
| Year of publication: |
2014
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|---|---|
| Authors: | Nikkinen, Jussi ; Saleem, Kashif ; Martikainen, Minna ; Omran, Mohammed Fawzy |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, Suppl.3, p. 169-189
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| Subject: | emerging markets | global risk | ICAPM | multivariate GARCH | oil risk | Schwellenländer | Emerging economies | Mittlerer Osten | Middle East | Kapitaleinkommen | Capital income | Risiko | Risk | Risikoprämie | Risk premium | ARCH-Modell | ARCH model | CAPM | Erdölindustrie | Oil industry | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010465076