Transmission de la volatilité entre le marché du pétrole et les marchés financiers des pays producteurs
[Volatility transmission among the oil market and the financial markets of oil-producing countries]
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More about this item
Keywords
Volatility transmission; Stock returns; Oil prices; Multivariate GARCH;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F3 - International Economics - - International Finance
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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