Volatility spillovers among oil and stock markets in the US and Saudi Arabia
Marinela Adriana Finta, Bart Frijns and Alireza Tourani-Rad
| Year of publication: |
2019
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|---|---|
| Authors: | Finta, Marinela Adriana ; Frijns, Bart ; Tiurani-Rad, Alireza |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 4, p. 329-345
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| Subject: | Contemporaneous spillovers | volatility spillovers | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Saudi-Arabien | Saudi Arabia | Aktienmarkt | Stock market | Ölpreis | Oil price | ARCH-Modell | ARCH model | USA | United States |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1494811 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012160526