On the relationship between oil and equity markets : evidence from South Asia
Md Hasib Noor and Anupam Dutta
| Year of publication: |
2017
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|---|---|
| Authors: | Noor, Md Hasib ; Dutta, Anupam |
| Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 13.2017, 3, p. 287-303
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| Subject: | South Asia | Hedge effectiveness | Oil market | VAR-GARCH model | Volatility transmission | Südasien | Volatilität | Volatility | Ölmarkt | Ölpreis | Oil price | ARCH-Modell | ARCH model | Hedging | Aktienmarkt | Stock market | Pakistan | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJMF-04-2016-0064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011729093