Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat
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DOI: 10.1016/j.eneco.2014.02.014
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More about this item
Keywords
Emerging markets; Multivariate GARCH; Volatility; Oil prices;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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