Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis
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DOI: 10.1016/j.eneco.2019.02.016
Abstract: This paper explores the dynamic conditional correlation and volatility linkage between Islamic indexes and oil for BRIC countries. Correlations between these assets increase during the global financial crisis for India and China but not for… read more here.
Keywords: volatility spillover; conditional correlation; volatility; oil ... See more keywords