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Volatility transmission between oil prices and equity sector returns

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Author Info
Malik, Farooq
Ewing, Bradley T.

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6W4W-4VW558C-1/2/bde79a6f25995629249fa63286847027
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Publisher Info
Article provided by Elsevier in its journal International Review of Financial Analysis.

Volume (Year): 18 (2009)
Issue (Month): 3 (June)
Pages: 95-100
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Handle: RePEc:eee:finana:v:18:y:2009:i:3:p:95-100

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Web page: http://www.elsevier.com/locate/inca/620166

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Related research
Keywords: Volatility transmission Oil volatility GARCH Sector indexes;

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This page was last updated on 2009-12-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.