Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Dilip Kumar
| Year of publication: |
May 2017
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|---|---|
| Authors: | Kumar, Dilip |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 49.2017, p. 149-167
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| Subject: | Volatility transmission | Crude oil | Equity sectors | Contagion | Realized volatility | Structural breaks | Volatilität | Volatility | Strukturbruch | Structural break | Erdöl | Petroleum | Welt | World | ARCH-Modell | ARCH model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Ölpreis | Oil price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.01.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748390