Volatility transmission between oil prices and equity sector returns

Farooq Malik and Bradley Ewing

International Review of Financial Analysis, 2009, vol. 18, issue 3, 95-100

Keywords: Volatility; transmission; Oil; volatility; GARCH; Sector; indexes (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (234)

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