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Volatility Spillovers and Nexus across Oil, Gold, and Stock European Markets

This paper utilises a trivariate VAR-BEKK-GARCH model to investigate the dynamic relationships between global oil price, gold price, and European stock markets. This paper observes weak return spillover effects from the oil market to 6 European stock markets (Netherlands, Lithuania, Portugal, Czech...

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Detaylı Bibliyografya
Yazar: Chao Ren
Materyal Türü: Artigo
Dil:Inglês
Baskı/Yayın Bilgisi: Pompea College of Business 2022-05-01
Seri Bilgileri:American Business Review
Konular:
Online Erişim:https://digitalcommons.newhaven.edu/americanbusinessreview/vol25/iss1/9/
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