Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict : evidence from the ASEAN+6
Year of publication: |
2023
|
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Authors: | Surachai Chancharat ; Parichat Sinlapates |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 57.2023, p. 1-9
|
Subject: | Multivariate GARCH | Crude oil | Russia-Ukraine war | Stock price | Volatility spillover | Spillover-Effekt | Spillover effect | Volatilität | Volatility | ARCH-Modell | ARCH model | Coronavirus | Börsenkurs | Share price | Ölpreis | Oil price | Aktienmarkt | Stock market | Welt | World |
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