Shock transmission and volatility spillover in stock and commodity markets : evidence from advanced and emerging markets
Gülin Vardar, Yener Coşkun, Tezer Yelkenci
| Year of publication: |
August 2018
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|---|---|
| Authors: | Vardar, Gülin ; Coş̦kun, Yener ; Yelkenci, Tezer |
| Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 8.2018, 2, p. 231-288
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| Subject: | Volatility | Spillover | Shock transmission | Commodity | Crude oil Stock market | Volatilität | Schock | Shock | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Welt | World | Aktienmarkt | Stock market | Rohstoffmarkt | Commodity market | VAR-Modell | VAR model | Ölpreis | Oil price | ARCH-Modell | ARCH model | Rohstoffpreis | Commodity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40822-018-0095-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011892913