Volatility spillover from the global oil price to asean stock markets: a cross- quantilogram analysis

HIGHLIGHTS

  • who: ASEAN, and Mien Nguyen, Thi Ngoc from the Asian Academy of University of Economics Ho Chi Minh City, C Dinh Chieu Street, District , have published the research: VOLATILITY SPILLOVER FROM THE GLOBAL OIL PRICE TO ASEAN STOCK MARKETS: A CROSS- QUANTILOGRAM ANALYSIS, in the Journal: (JOURNAL) of 31/01/2021
  • what: This study investigates the volatility spillovers from the global oil price to six emerging stock markets of ASEAN economies.

SUMMARY

    Is of central importance in finance because of the young characteristic of these markets. Notably, Reboredo and Ugolini, Balcilar . . .

     

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