Revisiting the shock and volatility transmissions among GCC stock and oil markets : a further investigation
Jamel Jouini; Nizar Harrathi
| Year of publication: |
2014
|
|---|---|
| Authors: | Jouini, Jamel ; Harrathi, Nizar |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 486-494
|
| Subject: | GCC stock markets | Oil price | BEKK-GARCH process | Asymmetry | Portfolio strategies | Volatilität | Volatility | Arabische Golf-Staaten | Gulf countries | Aktienmarkt | Stock market | Ölpreis | Ölmarkt | Oil market | Schock | Shock | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010418988