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Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets

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  1. repec:ipg:wpaper:2014-474 is not listed on IDEAS
  2. repec:ipg:wpaper:2014-546 is not listed on IDEAS
  3. repec:ipg:wpaper:2014-565 is not listed on IDEAS
  4. Domingo Rodríguez Benavides & Nancy Muller Durán & José Antonio Climent Hernández, 2021. "Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-18, Enero - M.
  5. Fantazzini, Dean, 2016. "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, vol. 96(C), pages 383-396.
  6. Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
  7. repec:ipg:wpaper:2014-442 is not listed on IDEAS
  8. repec:ipg:wpaper:2014-421 is not listed on IDEAS
  9. Khairulla Massadikov, 2021. "Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 121-126.
  10. repec:ipg:wpaper:2014-471 is not listed on IDEAS
  11. repec:ipg:wpaper:2014-516 is not listed on IDEAS
  12. repec:ipg:wpaper:2014-561 is not listed on IDEAS
  13. repec:ipg:wpaper:2014-569 is not listed on IDEAS
  14. repec:ipg:wpaper:2014-441 is not listed on IDEAS
  15. repec:ipg:wpaper:2014-481 is not listed on IDEAS
  16. repec:ipg:wpaper:2014-548 is not listed on IDEAS
  17. repec:ipg:wpaper:2014-502 is not listed on IDEAS
  18. repec:ipg:wpaper:2014-456 is not listed on IDEAS
  19. repec:ipg:wpaper:2014-469 is not listed on IDEAS
  20. Rodrigo A. Morales Fernández Rafaelly & Roberto J. Santillán-Salgado, 2021. "Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
  21. repec:ipg:wpaper:2014-486 is not listed on IDEAS
  22. repec:ipg:wpaper:2014-523 is not listed on IDEAS
  23. Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017. "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, vol. 23(C), pages 165-173.
  24. repec:ipg:wpaper:2014-443 is not listed on IDEAS
  25. repec:ipg:wpaper:2014-518 is not listed on IDEAS
  26. repec:ipg:wpaper:2014-535 is not listed on IDEAS
  27. repec:ipg:wpaper:2014-586 is not listed on IDEAS
  28. repec:ipg:wpaper:2014-414 is not listed on IDEAS
  29. repec:ipg:wpaper:2014-547 is not listed on IDEAS
  30. repec:ipg:wpaper:2014-562 is not listed on IDEAS
  31. Domingo Rodríguez Benavides & Nancy Muller Durán & José Antonio Climent Hernández, 2021. "Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-18, Enero - M.
  32. repec:ipg:wpaper:2014-545 is not listed on IDEAS
  33. repec:ipg:wpaper:2014-449 is not listed on IDEAS
  34. repec:ipg:wpaper:2014-455 is not listed on IDEAS
  35. repec:ipg:wpaper:2014-495 is not listed on IDEAS
  36. repec:ipg:wpaper:2014-583 is not listed on IDEAS
  37. Abdullah Alqahtani, 2019. "Do Global Financial, Oil and Gold Volatility Shocks Affect the GCC Stock Markets?," Emerging Economy Studies, International Management Institute, vol. 5(2), pages 157-175, November.
  38. Theplib, Krit & Sethapramote, Yuthana & Jiranyakul, Komain, 2020. "Shock and Volatility Spillovers between Crude Oil Price and Stock Returns: Evidence for Thailand," MPRA Paper 98094, University Library of Munich, Germany.
  39. repec:ipg:wpaper:2014-549 is not listed on IDEAS
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