A Reassessment of Oil Market Volatility and Stock Market Volatility: Evidence from Selected SAARC Countries
Volatility spillover informs whether the information in one market impacts the information in another. This paper examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from February 2013 to September 2019 to obtain updated evidence...
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| Format: | Article |
| Language: | English |
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Lodz University Press
2023-09-01
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| Series: | Comparative Economic Research |
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| Online Access: | https://czasopisma.uni.lodz.pl/CER/article/view/19482 |