Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index
Year of publication: |
2015
|
---|---|
Authors: | Lee, Yen-Hsien ; Liao, Ting-Huei ; Huang, Ya-Ling ; Huang, Tzu-Ling |
Published in: |
International Journal of Financial Research. - International Journal of Financial Research, Sciedu Press. - Vol. 6.2015, 2, p. 178-189
|
Publisher: |
International Journal of Financial Research, Sciedu Press |
Subject: | Brent oil market | stock returns | volatility | spillover index |
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