Volatility transmission between oil prices and financial stress
Year of publication: |
June 2016
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Authors: | Polat, Onur ; Polat, Gozde Es |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 15.2016, 6, p. 573-584
|
Subject: | Volatility Transmission | Oil Prices | Financial Stress Index | Ölpreis | Oil price | Volatilität | Volatility | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Indexberechnung | Index construction |
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