Dynamic spillovers between gulf cooperation council's stocks, VIX, oil and gold volatility indices
Year of publication: |
2020
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Authors: | Alqahtani, Abdullah ; Chevallier, Julien |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 4/69, p. 1-17
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Subject: | DCC-GARCH | gold | Gulf Cooperation Council | oil | VIX | Arabische Golf-Staaten | Gulf countries | Volatilität | Volatility | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Gold | Ölpreis | Oil price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13040069 [DOI] hdl:10419/239157 [Handle] |
Classification: | C32 - Time-Series Models ; F30 - International Finance. General ; f65 |
Source: | ECONIS - Online Catalogue of the ZBW |
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