Aziz, Tariq - In: Comparative economic research : Central and Eastern Europe 26 (2023) 3, pp. 179-196
Volatility spillover informs whether the information in one market impacts the information in another. This paper examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from February 2013 to September 2019 to obtain updated...
