Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets
Year of publication: |
2013-10-15
|
---|---|
Authors: | Chaibi, Anissa ; Gomes, Mathieu |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | Volatility spillovers | Oil prices | Stock returns | Multivariate GARCH | Diversification | Frontier Markets |
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