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Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
Digital
文書・図像類
McAleer, Michael
Institute of Economic Research, Kyoto University
2010-08
KIER Discussion Paper
715
Available online
Other Libraries in Japan
Subject Heading
...futures prices
stock indices
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
Paper
文書・図像類
Tansuchat, Roengchai, Chang, Chia-Lin, McAleer, Michael
日本経済国際共同センター
2010-01
Discussion paper series. CIRJE-F
CIRJE-F-706
Other Libraries in Japan
Subject Heading
...futures prices
stock indices
JEL Classifications: C22, C32...
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