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The zero lower bound and market spillovers : evidence from the G7 and Norway

Kyritsis, Evangelos; Serletis, Apostolos - In: Research in international business and finance 44 (2018), pp. 100-123

Persistent link: https://www.econbiz.de/10011983017

Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses

Tsuji, Chikashi - In: Economic modelling 74 (2018), pp. 167-185

Persistent link: https://www.econbiz.de/10012101322

Oil market volatility and stock market volatility

Bašta, Milan; Molnár, Peter - In: Finance research letters 26 (2018), pp. 204-214

Persistent link: https://www.econbiz.de/10012005675

Forecasting volatility returns of oil price using gene expression programming approach

Amo Baffour, Alexander; Jingchun, Feng; Fan, Liwei; … - In: Journal of time series econometrics 11 (2019) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10012022879

Do crude oil prices drive the relationship between stock markets of oil-importing and oil-exporting countries?

Youssegf, Manel; Mokni, Khaled - In: Economies : open access journal 7 (2019) 3/70, pp. 1-22

The impact that oil market shocks have on stock markets of oil-related economies has several implications for both domestic and foreign investors. Thus, we investigate the role of the oil market in deriving the dynamic linkage between stock markets of oil-exporting and oil-importing countries....

Persistent link: https://www.econbiz.de/10012029324