Crude oil volatility shocks and stock market returns

Authors:
  • CAChaker Aloui
    Chaker Aloui
  • RJRanya Jammazy
    Ranya Jammazy
  • IDImen Dhakhlaoui
    Imen Dhakhlaoui
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Abstract
Using two alternative approaches, this paper attempts to shed light on the volatility spillovers between crude oil markets and..., Original Research, crude oil, energy