articleJournal of International Money and FinanceJul 24, 2011Closed access

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

MEMohamed El Hédi ArouriJJJamel JouiniDKDuc Khuong Nguyen

Ecole des Hautes Etudes Commerciales du Nord · University of Carthage

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667
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72.81
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100%
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47
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3

Topics & keywords

Topics
Keywords
  • Economics
  • Volatility (finance)
  • Stock (firearms)
  • Spillover effect
  • Financial economics
  • Autoregressive conditional heteroskedasticity
  • Portfolio
  • Diversification (marketing strategy)
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