Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models - Concepedia

Concepedia

Publication | Open Access

Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models

DOI Full Paper Access

150

Citations

76

References

2019

Year

Lean Yu, Rui Zha, Dimitrios Stafylas, Kaijian He, Jia Liu

International Review of Financial Analysis

EconomicsVolatility ModelingFinancial EconomicsAsset PricingMarket TrendNew EvidenceEconometricsBusinessStock MarketsVolatility SpilloversFinance

References

	Year	Citations

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