On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters
Elie Bouri, Riza Demirer
| Year of publication: |
April 2016
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| Authors: | Bouri, Elie ; Demirer, Rıza |
| Published in: |
Economia politica : journal of analytical and institutional economics. - [Bologna] : il Mulino, ISSN 1120-2890, ZDB-ID 852322-8. - Vol. 33.2016, 1, p. 63-82
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| Subject: | Oil price risk | Emerging markets | Volatility spillover | Causality tests | Ölpreis | Oil price | Volatilität | Volatility | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40888-016-0022-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011637703