Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Year of publication: |
2023
|
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Authors: | Abakah, Emmanuel Joel Aikins ; Tiwari, Aviral Kumar ; Alagidede, Imhotep Paul ; Hammoudeh, Shawkat |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 3, p. 1027-1103
|
Subject: | Asymmetric connectedness | Financial crisis | GCC | Oil | Quantile coherency | Systemic risk | Finanzkrise | Arabische Golf-Staaten | Gulf countries | Systemrisiko | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Volatilität | Volatility |
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