Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
Year of publication: |
2014
|
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Authors: | Guesmi, Khaled ; Fattoum, Salma |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 305-310
|
Subject: | Oil prices | Stock markets | Conditional correlations | DCC-GJR-GARCH model | Ölpreis | Oil price | Volatilität | Volatility | Börsenkurs | Share price | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Korrelation | Correlation |
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