Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management

✍ Scribed by Mohamed El Hedi Arouri; Jamel Jouini; Duc Khuong Nguyen

• Book ID: 116659159
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 217 KB
• Volume: 30
• Category: Article
• ISSN: 0261-5606
• DOI: 10.1016/j.jimonfin.2011.07.008