Oil shocks and stock market volatility of the BRICS : a GARCH-MIDAS approach
Afees A. Salisu, Rangan Gupta
| Year of publication: |
2021
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|---|---|
| Authors: | Salisu, Afees A. ; Gupta, Rangan |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 48.2021, p. 1-9
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| Subject: | BRICS | GARCH–MIDAS | Oil shocks | Stock market volatility | Volatilität | Volatility | Ölpreis | Oil price | Aktienmarkt | Stock market | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2020.100546 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012886905