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 |
Saved in:
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