Revisiting the shock and volatility transmissions among GCC stock and oil markets: A further investigation
Year of publication: |
2014
|
---|---|
Authors: | Jouini, Jamel ; Harrathi, Nizar |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 38.2014, C, p. 486-494
|
Publisher: |
Elsevier |
Subject: | GCC stock markets | Oil price | BEKK-GARCH process | Asymmetry | Portfolio strategies |
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