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Measuring contagion effects between crude oil and OECD stock markets

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  • Khaled Guesmi
  • Salma Fattoum

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  • Khaled Guesmi & Salma Fattoum, 2014. "Measuring contagion effects between crude oil and OECD stock markets," Working Papers 2014-90, Department of Research, Ipag Business School.
    • Handle: RePEc:ipg:wpaper:2014-90
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    References listed on IDEAS

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    12. Filis, George & Degiannakis, Stavros & Floros, Christos, 2011. "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 152-164, June.
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