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Islamic stocks, conventional stocks, and crude oil : directional volatility spillover analysis in BRICS
Hassan, Kamrul
;
Hoque, Ariful
;
Wali, Muammer
;
Gasbarro, …
- In:
Energy economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520036
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Separating BRIC using Islamic stocks and crude oil : dynamic conditional correlation and volatility spillover analysis
Hassan, Kamrul
;
Hoque, Ariful
;
Gasbarro, Dominic
- In:
Energy economics
80
(
2019
),
pp. 950-969
Persistent link: https://www.econbiz.de/10012173757
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