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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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    11. Agnolucci, Paolo, 2009. "Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models," Energy Economics, Elsevier, vol. 31(2), pages 316-321, March.
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