The impact of oil price volatility on net-oil exporter and importer countries' stock markets
Berna Aydoğan, Gökçe Tunç, Tezer Yelkenci
| Year of publication: |
August 2017
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|---|---|
| Authors: | Aydoğan, Berna ; Tunç, Gökçe ; Yelkenci, Tezer |
| Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 7.2017, 2, p. 231-253
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| Subject: | Dynamic conditional correlation | Causality | Multivariate heteroskedastic framework | Crude oil | Stock market | Ölpreis | Oil price | Volatilität | Volatility | Aktienmarkt | ARCH-Modell | ARCH model | Börsenkurs | Share price | Preiskonvergenz | Price convergence | Erdöl | Petroleum | Korrelation | Correlation | Kausalanalyse | Causality analysis | Kointegration | Cointegration |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40822-017-0065-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011684349