Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
Year of publication: |
2014
|
---|---|
Authors: | Guesmi, Khaled ; Fattoum, Salma |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 38.2014, C, p. 305-310
|
Publisher: |
Elsevier |
Subject: | Oil prices | Stock markets | Conditional correlations | DCC-GJR-GARCH model |
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