Volatility spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN
Mohammad Benny Alexandri, Supriyanto Supriyanto
| Year of publication: |
2022
|
|---|---|
| Authors: | Alexandri, Mohammad Benny ; Supriyanto |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 1, p. 126-133
|
| Subject: | Stock Return | Oil price | Volatility Spillovers | EGARCH Model | Covid-19 | Volatilität | Volatility | Ölpreis | Coronavirus | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Epidemie | Epidemic | Kapitalmarktrendite | Capital market returns |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.11945 [DOI] hdl:11159/8494 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013169343