Volatility Spillovers Between Oil and Stock Market Returns in G7 Countries: A VAR-DCC- GARCH Model

Büyükkara Z. G., Enginar O., Temiz H.

in: Regulations in the Energy Industry, André Dorsman,Özgür Arslan-Ayaydin and James Thewissen, Editor, Springer-Verlag , Zürich, pp.169-186, 2020

  • Publication Type: Book Chapter / Chapter Research Book
  • Publication Date: 2020
  • Publisher: Springer-Verlag
  • City: Zürich
  • Page Numbers: pp.169-186
  • Editors: André Dorsman,Özgür Arslan-Ayaydin and James Thewissen, Editor
  • Hacettepe University Affiliated: Yes