Wird geladen...
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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Pompea College of Business
2022-05-01
|
| Schriftenreihe: | American Business Review |
| Schlagworte: | |
| Online Zugang: | https://digitalcommons.newhaven.edu/americanbusinessreview/vol25/iss1/9/ |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|