Volatility spillovers and macroeconomic announcements evidence from crude oil markets
Year of publication: |
2014-01-06
|
---|---|
Authors: | Belgacem, Aymen ; Creti, Anna ; Guesmi, Khaled ; Lahiani, Amine |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | Stock Prices | Oil prices | Macroeconomic Announcements | Volatility Spillovers |
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