Volatility transmission between oil prices and equity sector returns
| Year of publication: |
2009
|
|---|---|
| Authors: | Malik, Farooq ; Ewing, Bradley T. |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 18.2009, 3, p. 95-100
|
| Publisher: |
Elsevier |
| Keywords: | Volatility transmission Oil volatility GARCH Sector indexes |