Shock and volatility transmission in the oil, US and Gulf equity markets

International Review of Economics and Finance

Volumn 16, Issue 3, 2007, Pages 357-368

  Malik, Farooq ^a   Hammoudeh, Shawkat ^b  

^a UNIVERSITY OF SOUTHERN MISSISSIPPI   (United States)

^b DREXEL UNIVERSITY   (United States)

Author keywords

Multivariate GARCH; Oil prices; Stock returns; Volatility

Indexed keywords

EID: 34447528942     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2005.05.005     Document Type: Article

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