Alhassan, Abdulrahman; Naka, Atsuyuki; Noman, Abdullah - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-33
potential source of commonality in liquidity. We hypothesize that conditions specific to the oil market can contribute to … commonality in liquidity affecting both supply-side and demand-side factors because of its importance to the global economy in … the effect of oil factors on commonality in liquidity. We find that the returns and volatility of oil prices explain the …