𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Return and volatility transmission between world oil prices and stock markets of the GCC countries

✍ Scribed by Mohamed El Hedi Arouri; Amine Lahiani; Duc Khuong Nguyen

Book ID
116424270
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
494 KB
Volume
28
Category
Article
ISSN
0264-9993

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The economic value of volatility transmi
The economic value of volatility transmission between the stock and bond markets
✍ Helena ChuliΓ‘; HipΓ²lit TorrΓ³ πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 262 KB

## Abstract This study has two main objectives. Firstly, volatility transmission between stocks and bonds in European markets is studied using the two most important financial assets in these fields: the DJ Euro Stoxx 50 index futures contract and the Euro Bund futures contract. Secondly, a trading