Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses

Published: 15 October 2018| Version 1 | DOI: 10.17632/ytjnyw98sy.1
Contributors:
Aktham I. Maghyereh,
,
,

Description

DCC-MIDAS analyses

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Categories

Crude Oil, Middle East, Correlation Analysis, Generalized Autoregressive Conditional Heteroskedasticity, Stock Exchange, Risk

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