Conditional correlations and volatility spillovers between crude oil and stock index returns.

Research output: Working paper › Academic

Series	EI report serie
Volume	EI 2010-12

Research programs

TY - UNPB

T1 - Conditional correlations and volatility spillovers between crude oil and stock index returns.

AU - Tansuchat, R

AU - Chang, C-L (Chia-Lin)

AU - McAleer, Michael

PY - 2010

Y1 - 2010

M3 - Working paper

T3 - EI report serie

SP - 1

EP - 44

BT - Conditional correlations and volatility spillovers between crude oil and stock index returns.

CY - 3000 DR Rotterdam

ER -