Time-varying transmission between oil and equities in the MENA region : new evidence from DCC-MIDAS analyses
Year of publication: |
December 2018
|
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Authors: | Awartani, Basel ; Javed, Farrukh ; Maghyereh, Aktham I. ; Virk, Nader Shahzad |
Published in: |
Review of development finance. - Bellville : [Verlag nicht ermittelbar], ISSN 1879-9337, ZDB-ID 2583078-8. - Vol. 8.2018, 2, p. 116-126
|
Subject: | GARCH-MIDAS | DCC-MIDAS | Risk transfer | Oil | MENA Equities | MENA-Staaten | MENA countries | Ölpreis | Oil price | Aktienmarkt | Stock market | Erdölindustrie | Oil industry |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.rdf.2018.11.001 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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