Were oil price markets the source of credit crisis in European countries? : evidence using a VAR-MGARCH-DCC model
Year of publication: |
2014
|
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Authors: | Selmi, Nadhem ; Hachicha, Nejib |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 4.2014, 2, p. 169-177
|
Subject: | Oil price | Contagion | Crisis | VAR-MGARCH-DCC | EU-Staaten | EU countries | Ölpreis | Finanzkrise | Financial crisis | Welt | World | Ölmarkt | Oil market |
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