Return and volatility transmission between oil prices and oil-exporting and oil-importing countries

Economic Modelling

Volumn 38, Issue , 2014, Pages 305-310

  Guesmi, Khaled ^a   Fattoum, Salma ^b  

^a School of Oriental and African Studies   (France)

^b OMNES Education   (France)

Author keywords

Conditional correlations; DCC GJR GARCH model; Oil prices; Stock markets

Indexed keywords

EID: 84893901761     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2014.01.022     Document Type: Article

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