Dynamic return and volatility spillovers among S&P 500, crude oil, and gold
Author:
Affiliation:
1. Eastern Mediterranean University Northern Cyprus, via Mersin 10 Famagusta North Cyprus Turkey
2. Economic Research Forum Cairo Egypt
3. Gazi University Ankara Turkey
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1782
Reference69 articles.
1. The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches
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4. Oil volatility, oil and gas firms and portfolio diversification
5. Dynamic spillover effects in futures markets: UK and US evidence
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