Does the choice of the multivariate GARCH model on volatility spillovers matter? : evidence from oil prices and stock markets in G7 countries

Kartsonakis-Mademlis, Dimitrios; Dritsakis, Nikolaos

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/7933

Title:

Does the choice of the multivariate GARCH model on volatility spillovers matter? : evidence from oil prices and stock markets in G7 countries

Journal:

International Journal of Energy Economics and Policy

Authors:

Kartsonakis-Mademlis, Dimitrios
Dritsakis, Nikolaos

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2020

Open Content License:

Original URL:

https://www.econjournals.com/index.php/ijeep/article/download/9469/5272

Persistent Identifier of the first edition:

doi:10.32479/ijeep.9469

Language:

English (eng)

Citation:

Kartsonakis-Mademlis, Dimitrios/Dritsakis, Nikolaos (2020). Does the choice of the multivariate GARCH model on volatility spillovers matter? : evidence from oil prices and stock markets in G7 countries. In: International Journal of Energy Economics and Policy 10 (5), S. 164 - 182.
https://www.econjournals.com/index.php/ijeep/article/download/9469/5272.
doi:10.32479/ijeep.9469.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

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