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

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Cited by:

  1. repec:ipg:wpaper:2014-474 is not listed on IDEAS
  2. repec:ipg:wpaper:2014-546 is not listed on IDEAS
  3. 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.
  4. repec:ipg:wpaper:2014-442 is not listed on IDEAS
  5. repec:ipg:wpaper:2014-421 is not listed on IDEAS
  6. 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.
  7. repec:ipg:wpaper:2014-471 is not listed on IDEAS
  8. repec:ipg:wpaper:2014-516 is not listed on IDEAS
  9. repec:ipg:wpaper:2014-561 is not listed on IDEAS
  10. repec:ipg:wpaper:2014-481 is not listed on IDEAS
  11. repec:ipg:wpaper:2014-456 is not listed on IDEAS
  12. repec:ipg:wpaper:2014-443 is not listed on IDEAS
  13. repec:ipg:wpaper:2014-518 is not listed on IDEAS
  14. repec:ipg:wpaper:2014-535 is not listed on IDEAS
  15. repec:ipg:wpaper:2014-414 is not listed on IDEAS
  16. repec:ipg:wpaper:2014-562 is not listed on IDEAS
  17. 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.
  18. repec:ipg:wpaper:2014-545 is not listed on IDEAS
  19. repec:ipg:wpaper:2014-449 is not listed on IDEAS
  20. repec:ipg:wpaper:2014-495 is not listed on IDEAS
  21. repec:ipg:wpaper:2014-583 is not listed on IDEAS
  22. 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.
  23. repec:ipg:wpaper:2014-549 is not listed on IDEAS
  24. repec:ipg:wpaper:2014-565 is not listed on IDEAS
  25. 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.
  26. 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.
  27. repec:ipg:wpaper:2014-569 is not listed on IDEAS
  28. repec:ipg:wpaper:2014-441 is not listed on IDEAS
  29. repec:ipg:wpaper:2014-548 is not listed on IDEAS
  30. repec:ipg:wpaper:2014-502 is not listed on IDEAS
  31. repec:ipg:wpaper:2014-469 is not listed on IDEAS
  32. 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.
  33. repec:ipg:wpaper:2014-486 is not listed on IDEAS
  34. repec:ipg:wpaper:2014-523 is not listed on IDEAS
  35. 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.
  36. repec:ipg:wpaper:2014-586 is not listed on IDEAS
  37. repec:ipg:wpaper:2014-547 is not listed on IDEAS
  38. repec:ipg:wpaper:2014-455 is not listed on IDEAS
  39. 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.
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