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文書・図像類

Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

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Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

Material type
文書・図像類
Author
McAleer, Michael
Publisher
Institute of Economic Research, Kyoto University
Publication date
2010-08
Material Format
Digital
Capacity, size, etc.
-
NDC
330
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Detailed bibliographic record

Summary, etc.:

This paper investigates the conditional correlations and volatility spillovers between the crude oil and financial markets, based on crude oil returns...

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  • Kyoto University Research Information Repository

    Digital
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Bibliographic Record

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Digital

Material Type
文書・図像類
Author/Editor
McAleer, Michael
Author Heading
Publication Date
2010-08
Publication Date (W3CDTF)
2010-08
Periodical title
KIER Discussion Paper
No. or year of volume/issue
715
Volume
715