Youssegf, Manel; Mokni, Khaled - In: Economies : open access journal 7 (2019) 3/70, pp. 1-22
markets of oil-exporting and oil-importing countries. We employed a DCC-FIGARCH model to assess the dynamic relationship …-stock markets' relationship and that between oil-importing and oil-exporting countries' stock markets themselves is time …-varying. Moreover, we note that the response of stock market returns to oil price changes in oil-importing countries changes is more …