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 NarayanIntraday volatility interaction between the crude oil and equity markets
History
Journal
Journal of International Financial Markets, Institutions and MoneyVolume
40Pagination
1-13Location
Amsterdam, The NetherlandsISSN
1042-4431Language
EnglishPublication classification
C1 Refereed article in a scholarly journal, C Journal articleCopyright notice
2016, ElsevierPublisher
ElsevierUsage metrics
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Keywords
Bid-ask spreadBusiness & EconomicsBusiness, FinanceCOMMODITYCross-marketEconomicsForecastingFORECASTSPredictabilityPRICE VARIABILITYRETURNSSocial SciencesSPILLOVERSSTOCK MARKETSTESTSTrading volumeTRANSACTIONSTRANSMISSIONVolatilityVOLUME150202 Financial Econometrics970115 Expanding Knowledge in CommerceCentre for Economics and Financial Econometrics Research3502 Banking, finance and investment
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