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Volatility transmission between oil prices and banks' stock prices as a new source of instability: Lessons from the United States experience
This paper examines whether American banks' exposure to the oil industry could lead to instability in both oil and financial markets. To address this issue, we investigate volatility spillovers between oil prices and the stock prices of the four major American banks involved in the oil industry...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier B.V.
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7308044/ https://www.ncbi.nlm.nih.gov/pubmed/32834330 http://dx.doi.org/10.1016/j.econmod.2020.06.009 |