Asymmetric volatility spillovers between world oil prices and stock markets of the G7 countries in the presence of structural breaks
Author:
Affiliation:
1. Applied Informatics University of Macedonia Thessaloniki Greece
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1997
Reference49 articles.
1. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
2. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
3. Return and volatility transmission between world oil prices and stock markets of the GCC countries
4. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
5. Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis
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