Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model-Reference-Cited by-同舟云学术

Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model

Published:2022-06-30 Issue:4 Volume:46 Page:785-801
ISSN:1055-0925
Container-title:Journal of Economics and Finance
language:en
Short-container-title:J Econ Finan

Author:

Mamipour Siab^ORCID,Yazdani Sanaz,Sepehri Elmira

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance

Link

https://link.springer.com/content/pdf/10.1007/s12197-022-09587-7.pdf

Reference37 articles.

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3. Arouri MEH, Rault C (2010) Causal relationships between oil and stock prices: some new evidence from gulf oil-exporting countries. Int Econ 122:41–56

4. Awartani B, Maghyereh AI (2013) Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries. Energy Econ 36(C):28–42

5. Backus D, Crucini M (2000) Oil prices and the terms of trade. J Int Econ 50(1):185–213

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