Volatility spillovers between oil prices and stock returns : a focus on frontier markets
Mathieu Gomes; Anissa Chaibi
| Year of publication: |
2014
|
|---|---|
| Authors: | Gomes, Mathieu ; Chaibi, Anissa |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 30.2014, 2, p. 509-525
|
| Subject: | Volatility Spillovers | Oil Prices | Stock Returns | Multivariate GARCH | Diversification | Frontier Markets | Volatilität | Volatility | Ölpreis | Oil price | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Welt | World | Kapitalmarktrendite | Capital market returns | Schwellenländer | Emerging economies |
| 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/10010353528