A reassessment of oil market volatility and stock market volatility: Evidence from selected SAARC countries
Year of publication: |
2023
|
---|---|
Authors: | Aziz, Tariq |
Published in: |
Comparative Economic Research. Central and Eastern Europe. - ISSN 2082-6737. - Vol. 26.2023, 3, p. 179-196
|
Publisher: |
Lodz : Lodz University Press |
Subject: | stock market | oil market | volatility spillovers | information transmission | EGARCH |
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