Cargando…
Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
The study investigated the volatility connectedness of GCC stock market return and S&P global oil index returns using Diebold and Yilmaz (2012) method. The current study has also analyzed the possible impact of oil price volatility on net volatility spillover in GCC stock market returns pre- and...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9510561/ https://www.ncbi.nlm.nih.gov/pubmed/36138292 http://dx.doi.org/10.1007/s11356-022-23114-5 |