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

Citations

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, International Journal of Energy Economics and Policy, 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.
    • Fantazzini, Dean, 2016. "The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?," MPRA Paper 72094, University Library of Munich, Germany.
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.
    • Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-577, 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.
    • Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017. "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers 201702, University of Pretoria, Department of Economics.
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.