Volatility spillovers between oil prices and stock sector returns : implications for portfolio management
Mohamed El Hedi Arouri; Jamel Jouini; Duc Khuong Nguyen
| Year of publication: |
2011
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|---|---|
| Authors: | Arouri, Mohamed ; Jouini, Jamel ; Nguyen, Duc Khuong |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 30.2011, 7, p. 1387-1405
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| Subject: | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Branche | Economic sector | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | USA | United States | Europa | Europe |
| 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/10009407665