Return and volatility transmission between world oil prices and stock markets of the GCC countries
Mohamed El Hedi Arouri; Amine Lahiani; Duc Khuong Nguyen
| Year of publication: |
2011
|
|---|---|
| Authors: | Arouri, Mohamed ; Lahiani, Amine ; Nguyen, Duc Khuong |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 28.2011, 4, p. 1815-1825
|
| Subject: | Ölpreis | Oil price | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Hedging | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Arabische Golf-Staaten | Gulf countries | 2005-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009272445