Volatility spillover between oil and stock market returns
Year of publication: |
2014
|
---|---|
Authors: | Anand, B. ; Paul, Sunil ; Rmachandran, M. |
Published in: |
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi. - Delhi : School, ISSN 0019-4670, ZDB-ID 209860-X. - Vol. 49.2014, 1, p. 37-56
|
Subject: | Crude oil | Volatility spillover | BEKK | Continuous wavelet transform | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price |
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