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~institution:"Institut de Préparation à l'Administration et à la Gestion (IPAG)"
~person:"Gurgul, Henryk"
~person:"Hess, Dieter"
~person:"Lahiani, Amine"
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Macroeconomic Announcements
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Oil prices
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Stock Prices
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Volatility Spillovers
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Gurgul, Henryk
Hess, Dieter
Lahiani, Amine
Belgacem, Aymen
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Creti, Anna
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Guesmi, Khaled
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
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Økonomisk Institut, Københavns Universitet
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Center for Financial Studies
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Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
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Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
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Volatility spillovers and
macroeconomic
announcements
evidence from crude oil markets
Belgacem, Aymen
;
Creti, Anna
;
Guesmi, Khaled
;
Lahiani, Amine
-
Institut de Préparation à l'Administration et à la …
-
2014
The paper employs an event study methodology to investigate the
macroeconomic
announcements
effects on S&P500 and oil …
Persistent link: https://www.econbiz.de/10010754757
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