Volatility spillovers between oil prices and stock returns in developing countries
Khairulla Massadikov
| Year of publication: |
2021
|
|---|---|
| Authors: | Massadikov, Khairulla |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 11.2021, 4, p. 121-126
|
| Subject: | oil price | stock return | volatility spillovers | VAR-GARCH model | Volatilität | Volatility | Ölpreis | Oil price | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Entwicklungsländer | Developing countries | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.11117 [DOI] hdl:11159/7760 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012623402