Separating BRIC using Islamic stocks and crude oil : dynamic conditional correlation and volatility spillover analysis
Kamrul Hassan, Ariful Hoque, Dominic Gasbarro
| Year of publication: |
2019
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|---|---|
| Authors: | Hassan, Kamrul ; Hoque, Ariful ; Gasbarro, Dominic |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 80.2019, p. 950-969
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| Subject: | Spillover | Correlation | Dynamic conditional | Global financial crisis | Islamic indexes | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Korrelation | ARCH-Modell | ARCH model | Welt | World | Islam | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.02.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173757