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Intraday volatility interaction between the crude oil and equity markets

Version 2 2024-06-06, 08:27
Version 1 2015-09-24, 10:32
journal contribution
posted on 2024-06-06, 08:27 authored by DHB Phan, Susan SharmaSusan Sharma, PK Narayan
Intraday volatility interaction between the crude oil and equity markets

History

Journal

Journal of International Financial Markets, Institutions and Money

Volume

40

Pagination

1-13

Location

Amsterdam, The Netherlands

ISSN

1042-4431

Language

English

Publication classification

C1 Refereed article in a scholarly journal, C Journal article

Copyright notice

2016, Elsevier

Publisher

Elsevier