Volatility spillover effect between stock and exchange rate in oil exporting countries
Alexey Yurievich Mikhaylov
| Year of publication: |
2018
|
|---|---|
| Authors: | Mikhaylov, Alexey |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 8.2018, 3, p. 321-326
|
| Subject: | Efficient Market Hypothesis | Stock Indexes | Exchange Rates | FIGARCH Model | Structural Breaks | Volatilität | Volatility | Wechselkurs | Exchange rate | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Strukturbruch | Structural break | ARCH-Modell | ARCH model |
freely available