Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10011911782
Persistent link: https://www.econbiz.de/10011642328
Persistent link: https://www.econbiz.de/10012598657
Persistent link: https://www.econbiz.de/10010200832
Persistent link: https://www.econbiz.de/10010246079
Persistent link: https://www.econbiz.de/10011478135
Persistent link: https://www.econbiz.de/10011903865
Persistent link: https://www.econbiz.de/10011624489
Persistent link: https://www.econbiz.de/10012103431
The paper investigates the effects of oil price shocks on stock market volatility in Europe by focusing on three measures of volatility, i.e. the conditional, the realised and the implied volatility. The findings suggest that supply-side shocks and oil specific demand shocks do not affect...
Persistent link: https://www.econbiz.de/10013403135