Revisiting the shock and volatility transmissions among GCC stock and oil markets : a further investigation
Year of publication: |
2014
|
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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 | Aktienmarkt | Stock market | Arabische Golf-Staaten | Gulf countries | Volatilität | Volatility | Ölpreis | Portfolio-Management | Portfolio selection | Schock | Shock | Ölmarkt | Oil market |
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