Guesmi, Khaled; Fattoum, Salma - In: Economic Modelling 38 (2014) C, pp. 305-310
This paper provides further evidence of the comovements and dynamic volatility spillovers between stock markets and oil prices for a sample of five oil-importing countries (USA, Italy, Germany, Netherland and France) and four oil-exporting countries (United Arab Emirates, Kuwait, Saudi Arabia...