Frequency dynamics of volatility spillovers among crude oil and international stock markets : the role of the interest rate
Year of publication: |
2020
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Authors: | Wang, Xunxiao |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 91.2020, p. 1-11
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Subject: | Frequency volatility spillovers | Interest rate | Oil market | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Zins | Ölpreis | Oil price | Aktienmarkt | Welt | World | ARCH-Modell | ARCH model | Ölmarkt | Schätzung | Estimation |
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