Geopolitical risk and volatility spillovers in oil and stock markets
L. A. Smales
| Year of publication: |
2021
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| Authors: | Smales, L. A. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 358-366
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| Subject: | Spillover | Crude oil | Geopolitical risk | Stock market | Volatility | Volatilität | Spillover-Effekt | Spillover effect | Aktienmarkt | Geopolitik | Geopolitics | Ölpreis | Oil price | Welt | World | ARCH-Modell | ARCH model | Börsenkurs | Share price | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.03.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655491