Volatility spillover effect between stock and exchange rate in oil exporting countries
Alexey Yurievich Mikhaylov
| Year of publication: |
2018
|
|---|---|
| Authors: | Mikhaylov, Alexey Yurievich |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 8.2018, 3, p. 321-326
|
| Subject: | Efficient Market Hypothesis | Stock Indexes | Exchange Rates | FIGARCH Model | Structural Breaks | Wechselkurs | Exchange rate | Volatilität | Volatility | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/2130 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011881390