Volatility transmission between oil prices and equity sector returns

International Review of Financial Analysis

Volumn 18, Issue 3, 2009, Pages 95-100

  Malik, Farooq ^a   Ewing, Bradley T ^b  

^a UNIVERSITY OF SOUTHERN MISSISSIPPI   (United States)

^b TEXAS TECH UNIVERSITY   (United States)

Author keywords

GARCH; Oil volatility; Sector indexes; Volatility transmission

Indexed keywords

EID: 68649084200     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2009.03.003     Document Type: Article

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