Shock and volatility transmission in the oil, US and Gulf equity markets
Year of publication: |
2007
|
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Authors: | Malik, Farooq ; Hammoudeh, Shawkat |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 16.2007, 3, p. 357-368
|
Subject: | Finanzmarkt | Financial market | Marktintegration | Market integration | Ölpreis | Oil price | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Bahrain | Kuwait | Saudi-Arabien | Saudi Arabia | USA | United States |
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