Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns
Christian Urom, Kevin O. Onwuka, Kalu E. Uma, Denis N. Yuni
| Year of publication: |
2020
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|---|---|
| Authors: | Urom, Christian ; Onwuka, Kevin O. ; Uma, Kalu E. ; Yuni, Denis N. |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 161.2020, p. 10-29
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| Subject: | Volatilität | Volatility | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2019.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012642524