Volatility Spillovers Between Oil and Stock Market Returns in G7 Countries: A VAR-DCC-GARCH Model
Crossref DOI link: https://doi.org/10.1007/978-3-030-32296-0_10
Published Online: 2020-02-11
Published Print: 2020
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Büyükkara, Göknur
Enginar, Onur
Temiz, Hüseyin
Text and Data Mining valid from 2020-01-01
Version of Record valid from 2020-01-01
Chapter History
First Online: 11 February 2020