Volatility spillovers and macroeconomic announcements : evidence from crude oil markets
Year of publication: |
2015
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Authors: | Belgacem, Aymen ; Creti, Anna ; Guesmi, Khaled ; Lahiani, Amine |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 28/30, p. 2974-2984
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Subject: | stock prices | oil prices | macroeconomic announcements | volatility spillovers | Volatilität | Volatility | Ölpreis | Oil price | Ankündigungseffekt | Announcement effect | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Welt | World | Ölmarkt | Oil market |
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