Volatility spillovers and dynamic conditional correlation between crude oil and stock market returns
Achraf Ghorbel, Mouna Boujelbène Abbes and Younes Boujelbène
| Year of publication: |
2012
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|---|---|
| Authors: | Ghorbel, Achraf ; Abbes, Mouna Boujelbène ; Boujelbène, Younes |
| Published in: |
International journal of managerial and financial accounting. - Olney, Bucks. : Inderscience Publ., ISSN 1753-6715, ZDB-ID 2458817-9. - Vol. 4.2012, 2, p. 177-194
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ölmarkt | Oil market | ARCH-Modell | ARCH model | 1997-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009561582