Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries

<p>Risk and uncertainty have always been an important issue for investors, researchers and policymakers. Thus, the explanation of the mechanism of spreading volatility between different markets has been the focus of attention by researchers. Determining the return and volatility interaction be...

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Bibliographic Details
Main Author: Khairulla Massadikov
Format: Article
Language:English
Published: EconJournals 2021-06-01
Series:International Journal of Energy Economics and Policy
Online Access:https://econjournals.com/index.php/ijeep/article/view/11117